+1,382.0%
FERG vs ALK
+398.3%
+983.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -2.1% | +9.0% | -11.1% | -3.1% |
| 30D | +8.7% | -1.6% | +10.3% | +8.8% |
| 3M | -7.4% | -23.2% | +15.8% | -4.9% |
| 6M | -6.6% | -3.9% | -2.8% | -6.6% |
| YTD | +6.6% | -22.6% | +29.2% | +8.6% |
| 1Y | -3.6% | -5.3% | +1.7% | -3.8% |
| 3Y | +56.4% | +18.6% | +37.8% | +51.3% |
| 5Y | +67.5% | -34.4% | +101.9% | +67.1% |
| 10Y | +434.6% | -40.8% | +475.4% | +432.0% |
| All | +1,382.0% | +398.3% | +983.7% | +1,457.2% |
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