+153.0%
FERG vs ABCL
-81.0%
+234.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.9% | -3.4% |
| 7D | +8.2% | +4.4% | +3.8% | +7.7% |
| 30D | +14.4% | -7.9% | +22.2% | +15.0% |
| 3M | +4.3% | +12.2% | -7.9% | +2.4% |
| 6M | +7.9% | +134.7% | -126.9% | -3.4% |
| YTD | +16.3% | +239.8% | -223.5% | -0.8% |
| 1Y | +2.2% | +192.7% | -190.4% | -11.5% |
| 3Y | +67.3% | +187.6% | -120.3% | +38.6% |
| 5Y | +75.3% | -22.6% | +98.0% | +52.6% |
| All | +153.0% | -81.0% | +234.0% | +119.2% |
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