+284.3%
FERG vs ALC
+20.4%
+263.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +0.9% | -5.3% | +6.2% | +2.8% |
| 30D | -15.1% | -7.1% | -8.0% | -12.9% |
| 3M | -4.8% | +0.8% | -5.6% | -5.3% |
| 6M | -2.5% | -16.0% | +13.5% | +3.1% |
| YTD | +1.8% | -12.7% | +14.6% | +6.0% |
| 1Y | -0.3% | -12.8% | +12.5% | +3.7% |
| 3Y | +52.9% | -15.8% | +68.8% | +59.1% |
| 5Y | +69.3% | -16.7% | +85.9% | +72.0% |
| All | +284.3% | +20.4% | +263.9% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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