+491.1%
FERG vs ALLE
+327.3%
+163.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | +8.7% | +25.3% | -16.7% | +2.1% |
| 3M | -7.4% | +10.3% | -17.7% | -10.0% |
| 6M | -6.6% | +38.0% | -44.7% | -14.7% |
| YTD | +6.6% | +17.8% | -11.2% | +1.3% |
| 1Y | -3.6% | +13.6% | -17.2% | -7.5% |
| 3Y | +56.4% | +89.2% | -32.8% | +33.8% |
| 5Y | +67.5% | +51.1% | +16.4% | +46.1% |
| 10Y | +434.6% | +228.1% | +206.5% | +336.4% |
| All | +491.1% | +327.3% | +163.8% | +374.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling