+410.0%
FERG vs ALLY
+124.8%
+285.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | 0.0% | +3.7% | -3.7% | -0.7% |
| 30D | -10.2% | -2.3% | -7.9% | -9.8% |
| 3M | -0.6% | +3.8% | -4.4% | -1.2% |
| 6M | -6.5% | +9.7% | -16.2% | -8.1% |
| YTD | +4.2% | -1.4% | +5.6% | +4.2% |
| 1Y | -2.3% | +8.2% | -10.5% | -3.8% |
| 3Y | +48.5% | +66.5% | -18.0% | +36.1% |
| 5Y | +72.0% | +1.2% | +70.8% | +61.9% |
| 10Y | +369.9% | +191.4% | +178.5% | +316.3% |
| All | +410.0% | +124.8% | +285.1% | +356.0% |
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 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