+424.2%
FERG vs ALB
+32.4%
+391.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +9.7% | -5.8% | +15.5% | +10.7% |
| 30D | +15.0% | -4.5% | +19.6% | +15.6% |
| 3M | +3.8% | -28.1% | +31.8% | +8.4% |
| 6M | +10.6% | -53.2% | +63.8% | +22.6% |
| YTD | +17.0% | -33.3% | +50.3% | +22.0% |
| 1Y | +7.1% | -17.4% | +24.5% | +8.1% |
| 3Y | +67.7% | -14.1% | +81.9% | +60.2% |
| 5Y | +76.4% | -64.0% | +140.4% | +83.4% |
| All | +424.2% | +32.4% | +391.9% | +391.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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