+348.1%
FERG vs ADM
+178.5%
+169.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.0% | +3.0% | -4.0% | -1.4% |
| 30D | -11.8% | +8.7% | -20.5% | -12.9% |
| 3M | -1.2% | +7.6% | -8.8% | -2.4% |
| 6M | -2.3% | +26.9% | -29.2% | -6.0% |
| YTD | +0.8% | +54.3% | -53.5% | -5.9% |
| 1Y | +0.5% | +45.7% | -45.2% | -5.5% |
| 3Y | +51.4% | +21.9% | +29.5% | +43.7% |
| 5Y | +67.5% | +67.2% | +0.3% | +54.6% |
| All | +348.1% | +178.5% | +169.7% | +312.3% |
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