+67.7%
FERG vs AU
+686.2%
-618.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -2.6% | -4.3% | +1.7% | -2.1% |
| 30D | -8.9% | +7.3% | -16.2% | -9.7% |
| 3M | -2.0% | +26.3% | -28.4% | -4.7% |
| 6M | -3.2% | +1.8% | -5.0% | -4.2% |
| YTD | +1.5% | +26.8% | -25.3% | -1.7% |
| 1Y | +0.5% | +66.7% | -66.2% | -5.3% |
| 3Y | +50.4% | +579.1% | -528.7% | +20.1% |
| All | +67.7% | +686.2% | -618.5% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling