+504.1%
ABT vs FERG
+1,348.4%
-844.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.6% |
| 7D | -3.7% | 0.0% | -3.6% | -3.7% |
| 30D | +2.5% | -10.2% | +12.7% | +3.4% |
| 3M | +20.2% | -0.6% | +20.8% | +20.1% |
| 6M | -2.9% | -6.5% | +3.6% | -2.5% |
| YTD | -11.9% | +4.2% | -16.1% | -12.5% |
| 1Y | -16.5% | -2.3% | -14.3% | -16.7% |
| 3Y | +12.1% | +48.5% | -36.4% | +6.9% |
| 5Y | -7.4% | +72.0% | -79.4% | -13.7% |
| 10Y | +210.7% | +369.9% | -159.2% | +170.5% |
| All | +504.1% | +1,348.4% | -844.3% | +419.3% |
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