-0.3%
FERG vs ALB
+69.7%
-70.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.5% | -1.0% |
| 7D | +0.9% | -8.6% | +9.5% | +2.0% |
| 30D | -15.1% | -4.0% | -11.0% | -14.7% |
| 3M | -4.8% | -17.4% | +12.5% | -2.8% |
| 6M | -2.5% | -25.4% | +22.9% | +0.4% |
| YTD | +1.8% | -10.5% | +12.3% | +2.2% |
| 1Y | -0.3% | +75.8% | -76.1% | -7.2% |
| All | -0.3% | +69.7% | -70.0% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling