+24.6%
FERG vs AS
+120.4%
-95.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +1.6% |
| 7D | 0.0% | -4.9% | +4.9% | +0.9% |
| 30D | -10.2% | -19.6% | +9.4% | -6.5% |
| 3M | -0.6% | -14.4% | +13.8% | +2.3% |
| 6M | -6.5% | -20.1% | +13.6% | -3.1% |
| YTD | +4.2% | -20.9% | +25.1% | +7.9% |
| 1Y | -2.3% | -21.9% | +19.6% | +1.1% |
| All | +24.6% | +120.4% | -95.8% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling