+20.6%
ABNB vs FERG
+125.7%
-105.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.1% | -3.6% |
| 7D | -4.4% | +3.4% | -7.8% | -5.9% |
| 30D | -2.0% | -11.5% | +9.5% | +3.9% |
| 3M | +29.8% | +1.3% | +28.6% | +28.0% |
| 6M | +31.0% | -1.0% | +32.0% | +29.8% |
| YTD | +28.6% | +3.2% | +25.4% | +24.1% |
| 1Y | +40.1% | -3.0% | +43.0% | +38.2% |
| 3Y | +19.7% | +55.0% | -35.3% | -15.4% |
| 5Y | +6.5% | +72.6% | -66.2% | -32.6% |
| All | +20.6% | +125.7% | -105.1% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling