+65.2%
ALAB vs FERG
+0.8%
+64.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.3% | +7.4% | +8.2% |
| 7D | +7.2% | 0.0% | +7.3% | +7.3% |
| 30D | -2.5% | -10.2% | +7.7% | +4.0% |
| 3M | -13.3% | -0.6% | -12.7% | -13.2% |
| 6M | +172.8% | -6.5% | +179.4% | +178.9% |
| YTD | +86.6% | +4.2% | +82.4% | +79.3% |
| 1Y | +65.2% | -2.3% | +67.4% | +67.1% |
| All | +65.2% | +0.8% | +64.3% | +67.1% |
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