+1,315.5%
FERG vs AU
+222.8%
+1,092.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | +0.9% | +0.6% | +0.3% | +0.9% |
| 30D | -15.1% | +12.3% | -27.4% | -15.4% |
| 3M | -4.8% | +29.4% | -34.2% | -5.6% |
| 6M | -2.5% | +3.2% | -5.7% | -2.8% |
| YTD | +1.8% | +31.8% | -30.0% | +1.0% |
| 1Y | -0.3% | +83.4% | -83.7% | -1.7% |
| 3Y | +52.9% | +623.1% | -570.2% | +47.2% |
| 5Y | +69.3% | +700.5% | -631.2% | +62.6% |
| 10Y | +352.7% | +717.6% | -364.9% | +339.3% |
| All | +1,315.5% | +222.8% | +1,092.7% | +1,334.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling