+430.3%
FERG vs AR
+52.4%
+377.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.3% | +6.7% | +10.9% |
| 7D | +7.2% | -5.8% | +13.0% | +7.4% |
| 30D | +17.9% | +4.8% | +13.1% | +17.7% |
| 3M | -1.3% | +1.5% | -2.8% | -1.4% |
| 6M | +8.3% | +4.7% | +3.6% | +8.0% |
| YTD | +18.3% | +9.2% | +9.1% | +17.6% |
| 1Y | +4.7% | +11.2% | -6.5% | +3.9% |
| 3Y | +70.3% | +46.2% | +24.0% | +66.8% |
| 5Y | +84.6% | +98.1% | -13.4% | +80.7% |
| 10Y | +430.3% | +54.5% | +375.8% | +477.2% |
| All | +430.3% | +52.4% | +377.9% | +477.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling