+348.1%
FERG vs AG
+73.4%
+274.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.7% |
| 7D | -1.0% | -5.8% | +4.8% | -0.7% |
| 30D | -11.8% | +6.4% | -18.2% | -12.2% |
| 3M | -1.2% | +28.4% | -29.6% | -2.8% |
| 6M | -2.3% | -24.5% | +22.2% | -1.5% |
| YTD | +0.8% | +21.2% | -20.4% | -0.9% |
| 1Y | +0.5% | +114.1% | -113.6% | -4.3% |
| 3Y | +51.4% | +268.0% | -216.7% | +38.4% |
| 5Y | +67.5% | +67.3% | +0.2% | +55.1% |
| All | +348.1% | +73.4% | +274.7% | +313.2% |
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