+126.7%
FERG vs ABCL
-81.3%
+208.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.4% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | -10.2% | +93.1% | -103.3% | -16.7% |
| 3M | -0.6% | +79.4% | -80.0% | -7.6% |
| 6M | -6.5% | +214.9% | -221.4% | -18.7% |
| YTD | +4.2% | +234.2% | -230.0% | -10.6% |
| 1Y | -2.3% | +174.8% | -177.0% | -14.9% |
| 3Y | +48.5% | +104.5% | -56.0% | +26.4% |
| 5Y | +72.0% | -39.0% | +111.0% | +51.0% |
| All | +126.7% | -81.3% | +208.0% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling