+78.0%
FERG vs ALLE
+51.6%
+26.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | +9.7% | +3.6% | +6.2% | +7.8% |
| 30D | +15.0% | +25.9% | -10.8% | +1.0% |
| 3M | +3.8% | +15.8% | -12.0% | -4.6% |
| 6M | +10.6% | +48.1% | -37.5% | -12.2% |
| YTD | +17.0% | +22.0% | -5.0% | +3.1% |
| 1Y | +7.1% | +18.0% | -10.9% | -3.8% |
| 3Y | +67.7% | +93.1% | -25.3% | +11.6% |
| All | +78.0% | +51.6% | +26.4% | +24.0% |
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 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