+1,548.3%
FERG vs ALB
+225.4%
+1,322.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.1% | +11.4% | +11.2% |
| 7D | +7.3% | +9.5% | -2.1% | +6.2% |
| 30D | +18.1% | -2.1% | +20.3% | +18.3% |
| 3M | +1.6% | -24.1% | +25.8% | +4.7% |
| 6M | +8.5% | -51.0% | +59.5% | +17.3% |
| YTD | +18.6% | -29.3% | +47.9% | +22.0% |
| 1Y | +5.7% | +3.2% | +2.6% | +3.9% |
| 3Y | +74.0% | -9.3% | +83.3% | +67.2% |
| 5Y | +83.9% | -61.6% | +145.5% | +87.8% |
| 10Y | +494.6% | +40.8% | +453.8% | +472.9% |
| All | +1,548.3% | +225.4% | +1,322.9% | +1,597.5% |
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