+358.9%
FERG vs ACGL
+263.8%
+95.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | +3.4% | -2.9% | +6.3% | +3.9% |
| 30D | -11.5% | -2.8% | -8.7% | -11.1% |
| 3M | +1.3% | +6.8% | -5.5% | 0.0% |
| 6M | -1.0% | -1.5% | +0.6% | -0.9% |
| YTD | +3.2% | -0.2% | +3.4% | +2.9% |
| 1Y | -3.0% | +5.3% | -8.3% | -4.3% |
| 3Y | +55.0% | +30.3% | +24.8% | +46.0% |
| 5Y | +72.6% | +151.8% | -79.2% | +45.4% |
| 10Y | +358.9% | +266.9% | +92.1% | +250.2% |
| All | +358.9% | +263.8% | +95.1% | +250.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling