+1.5%
ABNB vs FERG
+66.7%
-65.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.6% |
| 7D | -9.5% | -1.0% | -8.5% | -9.0% |
| 30D | -9.4% | -11.8% | +2.4% | -3.4% |
| 3M | +29.9% | -1.2% | +31.1% | +29.8% |
| 6M | +26.6% | -2.3% | +28.9% | +26.2% |
| YTD | +23.5% | +0.8% | +22.7% | +20.4% |
| 1Y | +35.8% | +0.5% | +35.4% | +30.9% |
| 3Y | +15.0% | +51.4% | -36.4% | -21.1% |
| 5Y | +1.5% | +67.5% | -66.0% | -38.0% |
| All | +1.5% | +66.7% | -65.2% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling