+358.9%
FERG vs ALLE
+148.2%
+210.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +3.4% | +2.8% | +0.6% | +2.5% |
| 30D | -11.5% | -7.6% | -3.9% | -9.4% |
| 3M | +1.3% | +22.8% | -21.5% | -5.1% |
| 6M | -1.0% | +4.6% | -5.6% | -2.7% |
| YTD | +3.2% | -1.2% | +4.4% | +3.0% |
| 1Y | -3.0% | -9.1% | +6.2% | -0.7% |
| 3Y | +55.0% | +50.0% | +5.0% | +38.6% |
| 5Y | +72.6% | +15.2% | +57.4% | +56.6% |
| 10Y | +358.9% | +151.1% | +207.9% | +281.2% |
| All | +358.9% | +148.2% | +210.7% | +281.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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