+1,348.4%
FERG vs ASX
+2,181.1%
-832.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -10.2% | +2.0% | -12.2% | -10.6% |
| 3M | -0.6% | -1.3% | +0.8% | -1.3% |
| 6M | -6.5% | +71.4% | -78.0% | -14.7% |
| YTD | +4.2% | +135.3% | -131.1% | -9.1% |
| 1Y | -2.3% | +267.5% | -269.7% | -20.1% |
| 3Y | +48.5% | +388.5% | -340.0% | +15.8% |
| 5Y | +72.0% | +417.1% | -345.1% | +30.5% |
| 10Y | +369.9% | +872.7% | -502.9% | +237.2% |
| All | +1,348.4% | +2,181.1% | -832.6% | +961.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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