+71.5%
FERG vs ALLE
+13.7%
+57.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.8% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -10.2% | -6.8% | -3.4% | -6.7% |
| 3M | -0.6% | +21.0% | -21.6% | -11.4% |
| 6M | -6.5% | +1.1% | -7.6% | -7.8% |
| YTD | +4.2% | -0.5% | +4.7% | +3.1% |
| 1Y | -2.3% | -7.3% | +5.0% | +0.7% |
| 3Y | +48.5% | +42.3% | +6.2% | +17.8% |
| All | +71.5% | +13.7% | +57.8% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling