+7.1%
FERG vs ACM
-46.0%
+53.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.4% |
| 7D | +9.7% | +5.6% | +4.1% | +8.0% |
| 30D | +15.0% | +20.8% | -5.8% | +9.2% |
| 3M | +3.8% | +11.4% | -7.7% | +0.4% |
| 6M | +10.6% | +0.9% | +9.7% | +9.9% |
| YTD | +17.0% | -24.8% | +41.8% | +24.1% |
| 1Y | +7.1% | -46.4% | +53.5% | +16.1% |
| All | +7.1% | -46.0% | +53.1% | +16.1% |
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 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