+62.9%
FERG vs ADVB
-97.1%
+160.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.0% | -8.0% | +1.9% |
| 7D | +6.4% | +10.5% | -4.1% | +6.4% |
| 30D | +19.9% | -56.0% | +75.9% | +19.8% |
| 3M | +5.6% | -70.1% | +75.7% | +5.4% |
| 6M | +9.2% | -53.7% | +62.9% | +8.8% |
| YTD | +20.6% | -60.3% | +80.9% | +20.2% |
| 1Y | +5.7% | -73.1% | +78.8% | +6.5% |
| All | +62.9% | -97.1% | +160.0% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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