+57.0%
FERG vs ADVB
-95.9%
+152.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +42.7% | -46.3% | -3.5% |
| 7D | +8.2% | +74.2% | -66.0% | +8.4% |
| 30D | +14.4% | -35.9% | +50.2% | +14.4% |
| 3M | +4.3% | -56.4% | +60.8% | +4.4% |
| 6M | +7.9% | -36.7% | +44.6% | +7.7% |
| YTD | +16.3% | -43.3% | +59.6% | +16.1% |
| 1Y | +2.2% | -63.4% | +65.6% | +3.4% |
| All | +57.0% | -95.9% | +152.9% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling