+494.6%
FERG vs ALLE
+233.6%
+260.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.8% | +8.5% | +10.3% |
| 7D | +7.3% | -0.6% | +8.0% | +7.7% |
| 30D | +18.1% | +26.6% | -8.5% | +9.6% |
| 3M | +1.6% | +13.2% | -11.5% | -2.4% |
| 6M | +8.5% | +42.9% | -34.4% | -3.3% |
| YTD | +18.6% | +21.0% | -2.5% | +10.9% |
| 1Y | +5.7% | +15.2% | -9.4% | +0.4% |
| 3Y | +74.0% | +95.6% | -21.6% | +43.5% |
| 5Y | +83.9% | +53.4% | +30.5% | +55.2% |
| 10Y | +494.6% | +221.5% | +273.1% | +350.0% |
| All | +494.6% | +233.6% | +260.9% | +350.0% |
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