+50.4%
FERG vs AU
+577.5%
-527.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -2.6% | -4.3% | +1.7% | -2.2% |
| 30D | -8.9% | +7.3% | -16.2% | -9.6% |
| 3M | -2.0% | +26.3% | -28.4% | -4.5% |
| 6M | -3.2% | +1.8% | -5.0% | -4.3% |
| YTD | +1.5% | +26.8% | -25.3% | -1.2% |
| 1Y | +0.5% | +66.7% | -66.2% | -4.0% |
| 3Y | +50.4% | +579.1% | -528.7% | +28.0% |
| All | +50.4% | +577.5% | -527.1% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling