+358.9%
FERG vs AR
+45.1%
+313.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +3.4% | -1.8% | +5.2% | +3.4% |
| 30D | -11.5% | +12.6% | -24.1% | -11.9% |
| 3M | +1.3% | +10.0% | -8.7% | +0.9% |
| 6M | -1.0% | +0.6% | -1.6% | -1.1% |
| YTD | +3.2% | +13.4% | -10.2% | +2.5% |
| 1Y | -3.0% | +21.7% | -24.7% | -4.0% |
| 3Y | +55.0% | +45.8% | +9.2% | +51.9% |
| 5Y | +72.6% | +144.3% | -71.6% | +68.9% |
| 10Y | +358.9% | +41.8% | +317.1% | +400.4% |
| All | +358.9% | +45.1% | +313.8% | +400.4% |
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