+56.9%
FERG vs ALB
-29.2%
+86.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.4% | +6.8% | +3.1% |
| 7D | 0.0% | -8.1% | +8.0% | +1.4% |
| 30D | -10.2% | +6.3% | -16.4% | -11.3% |
| 3M | -0.6% | -23.6% | +23.0% | +3.7% |
| 6M | -6.5% | -24.6% | +18.1% | -3.0% |
| YTD | +4.2% | -10.3% | +14.4% | +4.1% |
| 1Y | -2.3% | +61.5% | -63.7% | -13.3% |
| All | +56.9% | -29.2% | +86.1% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling