+651.5%
ADI vs FERG
+351.3%
+300.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.1% | +4.7% |
| 7D | +4.6% | -2.6% | +7.1% | +5.2% |
| 30D | -1.2% | -8.9% | +7.7% | +1.0% |
| 3M | -7.8% | -2.0% | -5.8% | -7.5% |
| 6M | +19.3% | -3.2% | +22.5% | +20.1% |
| YTD | +40.9% | +1.5% | +39.4% | +40.2% |
| 1Y | +54.5% | +0.5% | +54.0% | +53.9% |
| 3Y | +123.4% | +50.4% | +73.0% | +105.2% |
| 5Y | +142.3% | +68.7% | +73.6% | +115.4% |
| All | +651.5% | +351.3% | +300.2% | +575.2% |
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