+494.0%
FERG vs ALM
+7,705.7%
-7,211.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.3% |
| 7D | 0.0% | -2.6% | +2.6% | 0.0% |
| 30D | -10.2% | +32.0% | -42.2% | -10.2% |
| 3M | -0.6% | -15.0% | +14.5% | -0.6% |
| 6M | -6.5% | -10.1% | +3.6% | -6.5% |
| YTD | +4.2% | +99.4% | -95.3% | +4.0% |
| 1Y | -2.3% | +316.4% | -318.6% | -2.6% |
| 3Y | +48.5% | +2,022.0% | -1,973.5% | +47.7% |
| 5Y | +72.0% | +941.2% | -869.2% | +71.1% |
| 10Y | +369.9% | +2,950.3% | -2,580.5% | +367.2% |
| All | +494.0% | +7,705.7% | -7,211.8% | +488.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling