-2.3%
FERG vs ADM
+40.7%
-43.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | 0.0% | +3.8% | -3.8% | -0.3% |
| 30D | -10.2% | +9.8% | -19.9% | -10.8% |
| 3M | -0.6% | +2.1% | -2.7% | -0.7% |
| 6M | -6.5% | +27.5% | -34.0% | -10.2% |
| YTD | +4.2% | +50.2% | -46.0% | -3.1% |
| 1Y | -2.3% | +40.6% | -42.9% | -7.7% |
| All | -2.3% | +40.7% | -43.0% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling