+72.6%
FERG vs AR
+140.6%
-68.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +3.4% | -1.8% | +5.2% | +3.6% |
| 30D | -11.5% | +12.6% | -24.1% | -12.8% |
| 3M | +1.3% | +10.0% | -8.7% | -0.1% |
| 6M | -1.0% | +0.6% | -1.6% | -1.5% |
| YTD | +3.2% | +13.4% | -10.2% | +0.7% |
| 1Y | -3.0% | +21.7% | -24.7% | -6.5% |
| 3Y | +55.0% | +45.8% | +9.2% | +43.0% |
| 5Y | +72.6% | +144.3% | -71.6% | +47.4% |
| All | +72.6% | +140.6% | -68.0% | +47.4% |
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 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