+56.4%
FERG vs ABCL
+156.0%
-99.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.7% | -7.6% | -1.6% |
| 7D | -2.1% | -3.2% | +1.1% | -1.9% |
| 30D | +8.7% | -7.4% | +16.1% | +9.2% |
| 3M | -7.4% | +81.9% | -89.3% | -15.7% |
| 6M | -6.6% | +135.7% | -142.3% | -19.4% |
| YTD | +6.6% | +247.4% | -240.8% | -14.4% |
| 1Y | -3.6% | +162.3% | -165.8% | -19.5% |
| 3Y | +56.4% | +165.5% | -109.1% | +20.8% |
| All | +56.4% | +156.0% | -99.6% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling