+440.7%
FERG vs ACM
+130.8%
+309.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +6.4% | +3.0% | +3.4% | +5.8% |
| 30D | +19.9% | +19.7% | +0.3% | +15.0% |
| 3M | +5.6% | +5.3% | +0.2% | +4.1% |
| 6M | +9.2% | -10.8% | +20.0% | +11.6% |
| YTD | +20.6% | -25.1% | +45.7% | +27.9% |
| 1Y | +5.7% | -45.8% | +51.5% | +20.3% |
| 3Y | +73.6% | -9.4% | +83.0% | +78.0% |
| 5Y | +86.2% | +4.8% | +81.4% | +87.3% |
| 10Y | +440.7% | +129.8% | +310.9% | +415.3% |
| All | +440.7% | +130.8% | +309.8% | +415.3% |
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