+4.9%
FERG vs ALLY
+0.5%
+4.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.9% | +10.3% | +10.8% |
| 7D | +7.3% | -0.2% | +7.5% | +7.5% |
| 30D | +18.1% | +3.4% | +14.7% | +16.5% |
| 3M | +1.6% | -11.1% | +12.7% | +6.5% |
| 6M | +8.5% | -11.5% | +20.0% | +13.5% |
| YTD | +18.6% | -12.3% | +30.9% | +24.2% |
| All | +4.9% | +0.5% | +4.4% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling