-3.0%
FERG vs ALK
-35.5%
+32.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.2% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | -11.5% | -18.5% | +6.9% | -7.2% |
| 3M | +1.3% | -3.6% | +4.8% | +1.6% |
| 6M | -1.0% | -3.7% | +2.7% | -1.9% |
| YTD | +3.2% | -19.0% | +22.2% | +6.0% |
| 1Y | -3.0% | -36.0% | +33.1% | -11.5% |
| All | -3.0% | -35.5% | +32.6% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling