+352.7%
FERG vs ACM
+124.8%
+227.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.6% |
| 7D | +0.9% | -3.7% | +4.6% | +1.8% |
| 30D | -15.1% | -12.7% | -2.4% | -12.5% |
| 3M | -4.8% | -9.8% | +5.0% | -2.8% |
| 6M | -2.5% | -31.4% | +28.9% | +5.8% |
| YTD | +1.8% | -32.1% | +33.9% | +10.4% |
| 1Y | -0.3% | -47.8% | +47.5% | +14.4% |
| 3Y | +52.9% | -22.1% | +75.0% | +61.8% |
| 5Y | +69.3% | +1.8% | +67.5% | +73.2% |
| 10Y | +352.7% | +132.5% | +220.1% | +336.1% |
| All | +352.7% | +124.8% | +227.9% | +336.1% |
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