+72.6%
FERG vs ALC
-15.6%
+88.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.1% |
| 7D | +3.4% | -3.7% | +7.0% | +5.0% |
| 30D | -11.5% | -3.7% | -7.8% | -10.2% |
| 3M | +1.3% | +4.6% | -3.3% | -0.9% |
| 6M | -1.0% | -14.6% | +13.6% | +5.2% |
| YTD | +3.2% | -11.9% | +15.1% | +8.0% |
| 1Y | -3.0% | -13.1% | +10.2% | +2.0% |
| 3Y | +55.0% | -15.0% | +70.0% | +61.1% |
| 5Y | +72.6% | -16.2% | +88.8% | +73.8% |
| All | +72.6% | -15.6% | +88.3% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling