+1,348.4%
FERG vs ALK
+438.0%
+910.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.1% |
| 7D | 0.0% | -0.7% | +0.6% | 0.0% |
| 30D | -10.2% | -19.2% | +9.1% | -8.1% |
| 3M | -0.6% | -1.5% | +0.9% | -0.6% |
| 6M | -6.5% | -13.1% | +6.5% | -5.7% |
| YTD | +4.2% | -16.4% | +20.6% | +5.4% |
| 1Y | -2.3% | -33.1% | +30.8% | +0.7% |
| 3Y | +48.5% | +0.6% | +47.9% | +45.2% |
| 5Y | +72.0% | -26.4% | +98.4% | +70.2% |
| 10Y | +369.9% | -34.2% | +404.0% | +364.1% |
| All | +1,348.4% | +438.0% | +910.4% | +1,411.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling