+197.1%
ABT vs FERG
+351.3%
-154.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -5.9% | -2.6% | -3.3% | -5.6% |
| 30D | -8.1% | -8.9% | +0.8% | -7.0% |
| 3M | +14.5% | -2.0% | +16.6% | +14.6% |
| 6M | -6.3% | -3.2% | -3.1% | -6.2% |
| YTD | -17.1% | +1.5% | -18.6% | -17.6% |
| 1Y | -21.4% | +0.5% | -21.8% | -21.9% |
| 3Y | +5.9% | +50.4% | -44.5% | -1.6% |
| 5Y | -12.8% | +68.7% | -81.4% | -21.4% |
| All | +197.1% | +351.3% | -154.2% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling