+39.9%
FERG vs AS
+123.4%
-83.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +9.7% | -4.9% | +14.6% | +10.9% |
| 30D | +15.0% | +3.9% | +11.2% | +14.3% |
| 3M | +3.8% | -9.6% | +13.4% | +5.7% |
| 6M | +10.6% | -8.7% | +19.3% | +12.4% |
| YTD | +17.0% | -19.8% | +36.8% | +20.8% |
| 1Y | +7.1% | -1.5% | +8.6% | +6.7% |
| All | +39.9% | +123.4% | -83.6% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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