+424.2%
FERG vs AG
+76.0%
+348.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +0.8% |
| 7D | +9.7% | -10.0% | +19.7% | +10.5% |
| 30D | +15.0% | -10.5% | +25.5% | +15.8% |
| 3M | +3.8% | -27.3% | +31.0% | +5.5% |
| 6M | +10.6% | -43.0% | +53.6% | +13.7% |
| YTD | +17.0% | -17.9% | +34.9% | +17.4% |
| 1Y | +7.1% | +11.9% | -4.8% | +5.6% |
| 3Y | +67.7% | +201.8% | -134.1% | +54.7% |
| 5Y | +76.4% | -0.1% | +76.5% | +66.4% |
| All | +424.2% | +76.0% | +348.2% | +397.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling