+4.7%
FERG vs ACM
-45.8%
+50.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +7.2% | +6.6% | +0.6% | +5.3% |
| 30D | +17.9% | +19.8% | -1.9% | +12.2% |
| 3M | -1.3% | -3.1% | +1.9% | -0.8% |
| 6M | +8.3% | -11.5% | +19.8% | +11.0% |
| YTD | +18.3% | -24.7% | +43.0% | +25.2% |
| 1Y | +4.7% | -45.1% | +49.8% | +12.4% |
| All | +4.7% | -45.8% | +50.5% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling