+70.3%
FERG vs AG
+227.5%
-157.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.7% | +0.4% |
| 7D | +7.2% | +6.0% | +1.3% | +6.6% |
| 30D | +17.9% | -13.5% | +31.4% | +19.4% |
| 3M | -1.3% | -20.7% | +19.4% | +0.5% |
| 6M | +8.3% | -31.5% | +39.9% | +11.2% |
| YTD | +18.3% | -10.1% | +28.5% | +17.9% |
| 1Y | +4.7% | +26.0% | -21.3% | +1.1% |
| 3Y | +70.3% | +228.9% | -158.6% | +43.3% |
| All | +70.3% | +227.5% | -157.2% | +43.3% |
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