+1,577.3%
FERG vs ALB
+215.0%
+1,362.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.8% |
| 7D | +6.4% | +1.1% | +5.4% | +6.3% |
| 30D | +19.9% | -2.6% | +22.5% | +20.2% |
| 3M | +5.6% | -25.6% | +31.1% | +8.9% |
| 6M | +9.2% | -54.0% | +63.3% | +19.0% |
| YTD | +20.6% | -31.6% | +52.2% | +24.6% |
| 1Y | +5.7% | -6.6% | +12.2% | +5.1% |
| 3Y | +73.6% | -14.0% | +87.6% | +67.7% |
| 5Y | +86.2% | -62.5% | +148.7% | +90.8% |
| 10Y | +440.7% | +36.3% | +404.4% | +422.9% |
| All | +1,577.3% | +215.0% | +1,362.3% | +1,633.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling