+424.2%
FERG vs ACM
+132.6%
+291.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.5% |
| 7D | +9.7% | +5.6% | +4.1% | +8.4% |
| 30D | +15.0% | +20.8% | -5.8% | +10.0% |
| 3M | +3.8% | +11.4% | -7.7% | +0.9% |
| 6M | +10.6% | +0.9% | +9.7% | +10.0% |
| YTD | +17.0% | -24.8% | +41.8% | +24.1% |
| 1Y | +7.1% | -46.4% | +53.5% | +22.6% |
| 3Y | +67.7% | -9.2% | +77.0% | +71.9% |
| 5Y | +76.4% | +5.0% | +71.4% | +77.2% |
| All | +424.2% | +132.6% | +291.6% | +396.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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