+53.0%
FERG vs AG
+270.9%
-218.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +3.4% | +4.5% | -1.1% | +2.9% |
| 30D | -11.5% | +12.9% | -24.4% | -12.6% |
| 3M | +1.3% | +20.9% | -19.7% | -0.9% |
| 6M | -1.0% | -19.5% | +18.6% | -0.2% |
| YTD | +3.2% | +24.8% | -21.6% | +0.1% |
| 1Y | -3.0% | +120.2% | -123.2% | -10.8% |
| All | +53.0% | +270.9% | -218.0% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling