+1,301.2%
FERG vs ALNY
+1,262.2%
+39.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.9% |
| 7D | -1.0% | -6.4% | +5.4% | -0.8% |
| 30D | -11.8% | +11.9% | -23.7% | -12.2% |
| 3M | -1.2% | -15.0% | +13.8% | -1.0% |
| 6M | -2.3% | -23.2% | +20.9% | -1.7% |
| YTD | +0.8% | -37.8% | +38.5% | +2.0% |
| 1Y | +0.5% | -47.3% | +47.7% | +2.2% |
| 3Y | +51.4% | +22.9% | +28.5% | +49.3% |
| 5Y | +67.5% | +30.6% | +36.9% | +64.0% |
| 10Y | +348.1% | +254.6% | +93.5% | +327.1% |
| All | +1,301.2% | +1,262.2% | +39.0% | +1,175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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