+1,348.4%
FERG vs AG
+419.0%
+929.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.4% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | -10.2% | +19.2% | -29.4% | -10.7% |
| 3M | -0.6% | +6.2% | -6.7% | -0.9% |
| 6M | -6.5% | -26.7% | +20.2% | -6.1% |
| YTD | +4.2% | +26.1% | -21.9% | +3.2% |
| 1Y | -2.3% | +131.7% | -133.9% | -4.7% |
| 3Y | +48.5% | +255.3% | -206.9% | +42.4% |
| 5Y | +72.0% | +61.9% | +10.1% | +65.3% |
| 10Y | +369.9% | +72.0% | +297.9% | +355.3% |
| All | +1,348.4% | +419.0% | +929.4% | +1,467.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling