+1,577.3%
FERG vs AG
+265.6%
+1,311.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.0% |
| 7D | +6.4% | -4.0% | +10.5% | +6.6% |
| 30D | +19.9% | -13.1% | +33.0% | +20.4% |
| 3M | +5.6% | -22.0% | +27.6% | +6.2% |
| 6M | +9.2% | -37.3% | +46.5% | +10.4% |
| YTD | +20.6% | -11.2% | +31.8% | +20.7% |
| 1Y | +5.7% | +23.9% | -18.3% | +4.8% |
| 3Y | +73.6% | +225.1% | -151.5% | +67.6% |
| 5Y | +86.2% | +7.7% | +78.5% | +80.7% |
| 10Y | +440.7% | +86.9% | +353.8% | +430.5% |
| All | +1,577.3% | +265.6% | +1,311.7% | +1,733.1% |
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