+148.0%
ADBE vs FERG
+348.1%
-200.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -12.9% | -1.0% | -11.9% | -12.8% |
| 30D | -5.6% | -11.8% | +6.2% | -3.9% |
| 3M | +6.6% | -1.2% | +7.9% | +6.7% |
| 6M | -9.6% | -2.3% | -7.3% | -9.7% |
| YTD | -28.9% | +0.8% | -29.7% | -29.5% |
| 1Y | -28.9% | +0.5% | -29.4% | -29.7% |
| 3Y | -55.6% | +51.4% | -107.0% | -59.1% |
| 5Y | -62.2% | +67.5% | -129.7% | -66.3% |
| All | +148.0% | +348.1% | -200.1% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 10y: compounded portfolio wealth divided by compounded FERG 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…
10y analysis · Full analysis span regression · 6 months rolling