+36.2%
ABNB vs FERG
+0.3%
+36.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -9.5% | -1.0% | -8.5% | -9.3% |
| 30D | -9.4% | -11.8% | +2.4% | -6.9% |
| 3M | +29.9% | -1.2% | +31.1% | +30.3% |
| 6M | +26.6% | -2.3% | +28.9% | +26.9% |
| YTD | +23.5% | +0.8% | +22.7% | +23.5% |
| All | +36.2% | +0.3% | +36.0% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling