+124.6%
FERG vs ABCL
-81.2%
+205.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +3.4% | +1.4% | +2.0% | +3.2% |
| 30D | -11.5% | +65.1% | -76.6% | -16.5% |
| 3M | +1.3% | +111.1% | -109.8% | -7.4% |
| 6M | -1.0% | +231.6% | -232.6% | -14.3% |
| YTD | +3.2% | +234.5% | -231.3% | -11.4% |
| 1Y | -3.0% | +174.3% | -177.3% | -15.5% |
| 3Y | +55.0% | +111.5% | -56.4% | +31.7% |
| 5Y | +72.6% | -37.3% | +109.9% | +51.5% |
| All | +124.6% | -81.2% | +205.9% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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