+352.7%
FERG vs ALLY
+178.1%
+174.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +0.9% | -1.9% | +2.8% | +1.3% |
| 30D | -15.1% | -4.5% | -10.6% | -14.4% |
| 3M | -4.8% | -2.8% | -2.0% | -4.4% |
| 6M | -2.5% | +10.3% | -12.8% | -4.2% |
| YTD | +1.8% | -5.7% | +7.5% | +2.6% |
| 1Y | -0.3% | +3.9% | -4.3% | -1.3% |
| 3Y | +52.9% | +64.7% | -11.8% | +40.1% |
| 5Y | +69.3% | -2.6% | +71.9% | +59.4% |
| 10Y | +352.7% | +186.0% | +166.7% | +282.0% |
| All | +352.7% | +178.1% | +174.6% | +282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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