+74.0%
FERG vs ALC
+2.4%
+71.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.3% | +11.0% | +11.1% |
| 7D | +7.3% | +2.1% | +5.3% | +6.5% |
| 30D | +18.1% | +17.2% | +0.9% | +11.1% |
| 3M | +1.6% | +4.6% | -3.0% | -0.4% |
| 6M | +8.5% | +20.1% | -11.6% | +0.6% |
| YTD | +18.6% | -4.2% | +22.7% | +19.6% |
| 1Y | +5.7% | +2.1% | +3.6% | +3.9% |
| 3Y | +74.0% | +4.5% | +69.5% | +69.1% |
| All | +74.0% | +2.4% | +71.7% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling