+606.9%
ADBE vs FERG
+1,348.4%
-741.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.3% | -9.1% | -6.9% |
| 7D | -8.6% | 0.0% | -8.5% | -8.6% |
| 30D | +2.8% | -10.2% | +13.0% | +3.8% |
| 3M | +3.1% | -0.6% | +3.7% | +3.1% |
| 6M | -2.4% | -6.5% | +4.1% | -2.1% |
| YTD | -23.9% | +4.2% | -28.0% | -24.5% |
| 1Y | -22.6% | -2.3% | -20.3% | -22.8% |
| 3Y | -52.7% | +48.5% | -101.2% | -54.8% |
| 5Y | -60.0% | +72.0% | -132.0% | -62.6% |
| 10Y | +157.3% | +369.9% | -212.6% | +142.6% |
| All | +606.9% | +1,348.4% | -741.5% | +682.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling