+248.5%
ALAB vs FERG
+25.8%
+222.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -7.5% | +7.2% | -14.7% | -11.1% |
| 30D | -36.8% | +17.9% | -54.7% | -43.2% |
| 3M | -31.9% | -1.3% | -30.6% | -31.2% |
| 6M | +8.2% | +8.3% | -0.1% | +2.5% |
| YTD | +29.9% | +18.3% | +11.6% | +15.1% |
| 1Y | +24.4% | +4.7% | +19.7% | +19.5% |
| All | +248.5% | +25.8% | +222.7% | +167.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling