+83.9%
FERG vs ACM
+3.6%
+80.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +5.2% | +6.0% | +8.6% |
| 7D | +7.3% | +6.9% | +0.4% | +4.0% |
| 30D | +18.1% | +19.1% | -0.9% | +8.5% |
| 3M | +1.6% | -6.9% | +8.6% | +4.9% |
| 6M | +8.5% | -12.0% | +20.6% | +14.5% |
| YTD | +18.6% | -25.1% | +43.7% | +34.9% |
| 1Y | +5.7% | -45.4% | +51.1% | +43.9% |
| 3Y | +74.0% | -6.9% | +80.9% | +68.6% |
| 5Y | +83.9% | +3.7% | +80.1% | +63.5% |
| All | +83.9% | +3.6% | +80.3% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling