+472.7%
FERG vs AR
-27.2%
+499.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.3% |
| 7D | 0.0% | +2.5% | -2.5% | -0.1% |
| 30D | -10.2% | +14.8% | -25.0% | -10.6% |
| 3M | -0.6% | +6.2% | -6.8% | -0.8% |
| 6M | -6.5% | +4.3% | -10.8% | -6.8% |
| YTD | +4.2% | +14.4% | -10.2% | +3.5% |
| 1Y | -2.3% | +21.3% | -23.6% | -3.1% |
| 3Y | +48.5% | +39.8% | +8.7% | +46.1% |
| 5Y | +72.0% | +142.1% | -70.1% | +68.9% |
| 10Y | +369.9% | +52.0% | +317.8% | +380.5% |
| All | +472.7% | -27.2% | +499.9% | +496.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling