+1,315.5%
FERG vs AFL
+623.3%
+692.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +0.9% | -2.1% | +3.0% | +1.1% |
| 30D | -15.1% | -5.4% | -9.6% | -14.6% |
| 3M | -4.8% | -0.3% | -4.6% | -4.9% |
| 6M | -2.5% | +5.2% | -7.7% | -3.1% |
| YTD | +1.8% | +5.7% | -3.9% | +1.1% |
| 1Y | -0.3% | +10.2% | -10.5% | -1.6% |
| 3Y | +52.9% | +63.4% | -10.5% | +45.0% |
| 5Y | +69.3% | +133.0% | -63.7% | +56.2% |
| 10Y | +352.7% | +299.5% | +53.2% | +311.4% |
| All | +1,315.5% | +623.3% | +692.2% | +1,160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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