+351.3%
FERG vs AGI
+392.3%
-41.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -2.6% | -2.7% | +0.2% | -2.5% |
| 30D | -8.9% | +7.2% | -16.1% | -9.1% |
| 3M | -2.0% | +4.3% | -6.3% | -2.2% |
| 6M | -3.2% | -27.1% | +23.9% | -2.7% |
| YTD | +1.5% | -6.6% | +8.1% | +1.6% |
| 1Y | +0.5% | +9.5% | -9.0% | +0.2% |
| 3Y | +50.4% | +208.4% | -158.0% | +47.7% |
| 5Y | +68.7% | +401.6% | -333.0% | +65.8% |
| All | +351.3% | +392.3% | -41.0% | +355.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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