+65.3%
FERG vs AR
+74.0%
-8.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -2.1% | -14.3% | +12.2% | -0.5% |
| 30D | +8.7% | +1.4% | +7.2% | +8.3% |
| 3M | -7.4% | +3.4% | -10.8% | -8.1% |
| 6M | -6.6% | -2.1% | -4.6% | -6.9% |
| YTD | +6.6% | +4.7% | +1.9% | +4.7% |
| 1Y | -3.6% | +10.6% | -14.1% | -6.1% |
| 3Y | +56.4% | +24.6% | +31.8% | +46.8% |
| All | +65.3% | +74.0% | -8.7% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling