+1,382.0%
FERG vs ACGL
+1,320.5%
+61.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.1% | -0.4% |
| 7D | -2.1% | +0.9% | -3.0% | -2.2% |
| 30D | +8.7% | +13.7% | -5.1% | +6.6% |
| 3M | -7.4% | +8.0% | -15.5% | -8.5% |
| 6M | -6.6% | +13.3% | -19.9% | -8.5% |
| YTD | +6.6% | +11.8% | -5.3% | +4.5% |
| 1Y | -3.6% | +22.2% | -25.8% | -6.7% |
| 3Y | +56.4% | +32.5% | +23.9% | +48.6% |
| 5Y | +67.5% | +160.2% | -92.7% | +44.6% |
| 10Y | +434.6% | +338.5% | +96.0% | +337.2% |
| All | +1,382.0% | +1,320.5% | +61.5% | +1,104.3% |
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