+138.3%
ADI vs FERG
+67.5%
+70.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.1% | +4.5% |
| 7D | +4.6% | -2.6% | +7.1% | +5.9% |
| 30D | -1.2% | -8.9% | +7.7% | +3.4% |
| 3M | -7.8% | -2.0% | -5.8% | -7.3% |
| 6M | +19.3% | -3.2% | +22.5% | +20.4% |
| YTD | +40.9% | +1.5% | +39.4% | +38.4% |
| 1Y | +54.5% | +0.5% | +54.0% | +51.5% |
| 3Y | +123.4% | +50.4% | +73.0% | +70.7% |
| All | +138.3% | +67.5% | +70.7% | +62.2% |
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 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