+56.4%
FERG vs ALK
+16.0%
+40.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -2.1% | +9.0% | -11.1% | -4.0% |
| 30D | +8.7% | -1.6% | +10.3% | +8.8% |
| 3M | -7.4% | -23.2% | +15.8% | -2.4% |
| 6M | -6.6% | -3.9% | -2.8% | -6.8% |
| YTD | +6.6% | -22.6% | +29.2% | +10.3% |
| 1Y | -3.6% | -5.3% | +1.7% | -4.3% |
| 3Y | +56.4% | +18.6% | +37.8% | +37.5% |
| All | +56.4% | +16.0% | +40.4% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling