+72.6%
FERG vs ALB
-43.6%
+116.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.4% |
| 7D | +3.4% | -4.4% | +7.8% | +4.2% |
| 30D | -11.5% | -1.2% | -10.3% | -11.5% |
| 3M | +1.3% | -13.3% | +14.6% | +3.6% |
| 6M | -1.0% | -19.8% | +18.8% | +2.0% |
| YTD | +3.2% | -7.9% | +11.1% | +2.6% |
| 1Y | -3.0% | +60.2% | -63.1% | -15.1% |
| 3Y | +55.0% | -26.4% | +81.5% | +51.1% |
| 5Y | +72.6% | -42.5% | +115.2% | +73.3% |
| All | +72.6% | -43.6% | +116.2% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling