+2.2%
FERG vs ALLE
+14.3%
-12.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | +8.2% | +1.6% | +6.6% | +7.5% |
| 30D | +14.4% | +24.1% | -9.7% | +4.3% |
| 3M | +4.3% | +14.8% | -10.5% | -1.5% |
| 6M | +7.9% | +45.9% | -38.0% | -9.5% |
| YTD | +16.3% | +20.7% | -4.5% | +1.9% |
| 1Y | +2.2% | +14.2% | -11.9% | -6.2% |
| All | +2.2% | +14.3% | -12.1% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling