+86.2%
FERG vs ALM
+456.2%
-370.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +1.9% |
| 7D | +6.4% | -7.2% | +13.6% | +6.9% |
| 30D | +19.9% | -26.4% | +46.3% | +22.1% |
| 3M | +5.6% | -38.6% | +44.2% | +8.3% |
| 6M | +9.2% | -61.0% | +70.2% | +14.4% |
| YTD | +20.6% | -7.4% | +28.0% | +19.7% |
| 1Y | +5.7% | +14.0% | -8.3% | +3.6% |
| 3Y | +73.6% | +844.4% | -770.8% | +50.7% |
| 5Y | +86.2% | +410.8% | -324.6% | +67.8% |
| All | +86.2% | +456.2% | -370.0% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling