+1,348.4%
FERG vs ACGL
+1,199.0%
+149.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.1% | +2.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -10.2% | -1.0% | -9.2% | -10.1% |
| 3M | -0.6% | +11.0% | -11.6% | -2.2% |
| 6M | -6.5% | -0.3% | -6.2% | -6.7% |
| YTD | +4.2% | +2.3% | +1.9% | +3.6% |
| 1Y | -2.3% | +6.4% | -8.6% | -3.5% |
| 3Y | +48.5% | +34.0% | +14.5% | +40.8% |
| 5Y | +72.0% | +161.6% | -89.6% | +49.1% |
| 10Y | +369.9% | +278.6% | +91.3% | +290.1% |
| All | +1,348.4% | +1,199.0% | +149.5% | +1,092.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling