+421.0%
FERG vs ALK
-45.1%
+466.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.8% | +1.2% | -2.9% |
| 7D | +8.2% | +0.9% | +7.3% | +8.1% |
| 30D | +14.4% | +3.3% | +11.1% | +13.8% |
| 3M | +4.3% | -17.6% | +21.9% | +7.1% |
| 6M | +7.9% | +0.8% | +7.0% | +7.2% |
| YTD | +16.3% | -22.4% | +38.6% | +19.2% |
| 1Y | +2.2% | -10.1% | +12.3% | +2.7% |
| 3Y | +67.3% | +14.0% | +53.3% | +59.9% |
| 5Y | +75.3% | -29.8% | +105.2% | +73.8% |
| All | +421.0% | -45.1% | +466.1% | +430.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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