+41.5%
FERG vs AS
+137.8%
-96.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.2% |
| 7D | +7.2% | +4.5% | +2.7% | +6.3% |
| 30D | +17.9% | +13.2% | +4.7% | +15.1% |
| 3M | -1.3% | -11.9% | +10.6% | +1.0% |
| 6M | +8.3% | -11.6% | +19.9% | +10.5% |
| YTD | +18.3% | -14.7% | +33.0% | +20.7% |
| 1Y | +4.7% | +5.7% | -1.0% | +2.9% |
| All | +41.5% | +137.8% | -96.3% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling