+494.6%
FERG vs ACGL
+332.3%
+162.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.8% | +10.4% | +11.1% |
| 7D | +7.3% | -1.1% | +8.4% | +7.6% |
| 30D | +18.1% | +13.1% | +5.0% | +15.6% |
| 3M | +1.6% | +9.8% | -8.1% | -0.1% |
| 6M | +8.5% | +15.3% | -6.7% | +5.6% |
| YTD | +18.6% | +12.7% | +5.8% | +15.7% |
| 1Y | +5.7% | +20.7% | -15.0% | +1.9% |
| 3Y | +74.0% | +34.3% | +39.7% | +63.1% |
| 5Y | +83.9% | +170.6% | -86.7% | +52.2% |
| 10Y | +494.6% | +330.6% | +164.0% | +291.9% |
| All | +494.6% | +332.3% | +162.2% | +291.9% |
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