+72.6%
FERG vs ADM
+64.4%
+8.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +3.4% | -0.1% | +3.4% | +3.4% |
| 30D | -11.5% | +11.0% | -22.5% | -13.3% |
| 3M | +1.3% | +6.0% | -4.7% | -0.1% |
| 6M | -1.0% | +26.9% | -27.9% | -6.3% |
| YTD | +3.2% | +50.0% | -46.8% | -5.9% |
| 1Y | -3.0% | +39.6% | -42.6% | -10.4% |
| 3Y | +55.0% | +18.5% | +36.5% | +46.5% |
| 5Y | +72.6% | +62.6% | +10.1% | +48.1% |
| All | +72.6% | +64.4% | +8.2% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling