+133.8%
ADI vs FERG
+77.6%
+56.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.1% |
| 7D | +9.5% | +9.7% | -0.3% | +4.4% |
| 30D | -1.4% | +15.0% | -16.4% | -8.1% |
| 3M | +4.7% | +3.8% | +1.0% | +2.7% |
| 6M | -7.4% | +10.6% | -18.0% | -12.6% |
| YTD | +48.1% | +17.0% | +31.1% | +35.4% |
| 1Y | +69.6% | +7.1% | +62.6% | +61.9% |
| 3Y | +144.4% | +67.7% | +76.6% | +77.2% |
| All | +133.8% | +77.6% | +56.2% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling