+1,545.2%
FERG vs ACM
+164.0%
+1,381.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +7.2% | +6.6% | +0.6% | +6.2% |
| 30D | +17.9% | +19.8% | -1.9% | +14.7% |
| 3M | -1.3% | -3.1% | +1.9% | -0.9% |
| 6M | +8.3% | -11.5% | +19.8% | +10.0% |
| YTD | +18.3% | -24.7% | +43.0% | +22.9% |
| 1Y | +4.7% | -45.1% | +49.8% | +13.6% |
| 3Y | +70.3% | -8.9% | +79.2% | +73.2% |
| 5Y | +84.6% | +5.4% | +79.2% | +85.5% |
| 10Y | +430.3% | +131.1% | +299.2% | +406.8% |
| All | +1,545.2% | +164.0% | +1,381.2% | +1,515.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling