-5.7%
FERG vs ADVB
-75.2%
+69.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -0.8% |
| 7D | -2.1% | -13.9% | +11.8% | -2.3% |
| 30D | +8.7% | -68.1% | +76.8% | +7.4% |
| 3M | -7.4% | -73.4% | +66.0% | -8.7% |
| 6M | -6.6% | -70.8% | +64.2% | -7.0% |
| YTD | +6.6% | -66.1% | +72.7% | +7.7% |
| All | -5.7% | -75.2% | +69.6% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling