+67.7%
FERG vs BAH
-26.8%
+94.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +9.7% | +1.7% | +8.0% | +9.6% |
| 30D | +15.0% | +20.8% | -5.7% | +12.9% |
| 3M | +3.8% | +11.6% | -7.8% | +2.5% |
| 6M | +10.6% | +23.1% | -12.5% | +8.0% |
| YTD | +17.0% | +5.3% | +11.7% | +15.6% |
| 1Y | +7.1% | +6.1% | +0.9% | +5.6% |
| 3Y | +67.7% | -27.5% | +95.2% | +73.6% |
| All | +67.7% | -26.8% | +94.6% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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