+67.7%
FERG vs ALLY
+65.3%
+2.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +9.7% | +0.4% | +9.4% | +9.6% |
| 30D | +15.0% | +5.2% | +9.8% | +13.0% |
| 3M | +3.8% | -13.3% | +17.1% | +9.1% |
| 6M | +10.6% | -6.7% | +17.3% | +13.2% |
| YTD | +17.0% | -12.8% | +29.8% | +22.0% |
| 1Y | +7.1% | +0.7% | +6.4% | +6.1% |
| 3Y | +67.7% | +65.2% | +2.5% | +54.9% |
| All | +67.7% | +65.3% | +2.4% | +54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling