+338.8%
FERG vs ALC
+26.4%
+312.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.8% | -3.3% |
| 7D | +8.2% | -6.2% | +14.3% | +10.6% |
| 30D | +14.4% | +14.0% | +0.4% | +9.1% |
| 3M | +4.3% | -2.4% | +6.7% | +5.0% |
| 6M | +7.9% | +12.6% | -4.8% | +3.0% |
| YTD | +16.3% | -8.4% | +24.7% | +18.8% |
| 1Y | +2.2% | -9.1% | +11.4% | +4.8% |
| 3Y | +67.3% | -0.3% | +67.6% | +64.2% |
| 5Y | +75.3% | -9.9% | +85.3% | +73.9% |
| All | +338.8% | +26.4% | +312.4% | +271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling