+479.3%
FERG vs ALLY
+95.5%
+383.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | +7.2% | -0.7% | +7.9% | +7.4% |
| 30D | +17.9% | +1.1% | +16.8% | +17.7% |
| 3M | -1.3% | -13.2% | +11.9% | +1.1% |
| 6M | +8.3% | -13.5% | +21.8% | +11.0% |
| YTD | +18.3% | -14.3% | +32.6% | +21.2% |
| 1Y | +4.7% | -1.1% | +5.9% | +4.8% |
| 3Y | +70.3% | +62.0% | +8.3% | +57.7% |
| 5Y | +84.6% | -9.6% | +94.3% | +77.8% |
| 10Y | +430.3% | +176.0% | +254.4% | +377.5% |
| All | +479.3% | +95.5% | +383.8% | +430.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling