+424.2%
FERG vs ADM
+133.7%
+290.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.2% |
| 7D | +9.7% | +4.2% | +5.6% | +9.1% |
| 30D | +15.0% | -12.8% | +27.9% | +17.3% |
| 3M | +3.8% | -8.5% | +12.2% | +4.9% |
| 6M | +10.6% | -10.9% | +21.5% | +12.1% |
| YTD | +17.0% | +29.4% | -12.4% | +11.4% |
| 1Y | +7.1% | +27.5% | -20.4% | +2.2% |
| 3Y | +67.7% | +10.3% | +57.4% | +60.9% |
| 5Y | +76.4% | +27.4% | +49.1% | +67.1% |
| All | +424.2% | +133.7% | +290.5% | +385.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling