+480.4%
FERG vs ALLY
+99.9%
+380.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.9% | +10.3% | +11.1% |
| 7D | +7.3% | -0.2% | +7.5% | +7.4% |
| 30D | +18.1% | +3.4% | +14.7% | +17.5% |
| 3M | +1.6% | -11.1% | +12.7% | +3.7% |
| 6M | +8.5% | -11.5% | +20.0% | +10.8% |
| YTD | +18.6% | -12.3% | +30.9% | +21.0% |
| 1Y | +5.7% | +1.1% | +4.6% | +5.4% |
| 3Y | +74.0% | +64.8% | +9.2% | +60.6% |
| 5Y | +83.9% | -6.9% | +90.8% | +76.3% |
| 10Y | +494.6% | +194.9% | +299.6% | +430.5% |
| All | +480.4% | +99.9% | +380.4% | +429.5% |
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 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