+86.3%
FERG vs AUR
-35.0%
+121.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +0.9% | +11.1% | -10.2% | -0.1% |
| 30D | -15.1% | -6.9% | -8.2% | -14.6% |
| 3M | -4.8% | +5.5% | -10.4% | -5.7% |
| 6M | -2.5% | +41.0% | -43.5% | -6.6% |
| YTD | +1.8% | +69.3% | -67.5% | -4.4% |
| 1Y | -0.3% | +14.0% | -14.4% | -3.2% |
| 3Y | +52.9% | +90.1% | -37.1% | +32.8% |
| 5Y | +69.3% | -34.4% | +103.7% | +43.0% |
| All | +86.3% | -35.0% | +121.3% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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