-2.3%
FERG vs ALM
+318.3%
-320.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.5% |
| 7D | 0.0% | -2.6% | +2.6% | +0.2% |
| 30D | -10.2% | +32.0% | -42.2% | -12.9% |
| 3M | -0.6% | -15.0% | +14.5% | -0.1% |
| 6M | -6.5% | -10.1% | +3.6% | -7.8% |
| YTD | +4.2% | +99.4% | -95.3% | -5.2% |
| 1Y | -2.3% | +316.4% | -318.6% | -24.7% |
| All | -2.3% | +318.3% | -320.6% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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