+86.2%
FERG vs ADM
+24.7%
+61.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.4% | +1.5% |
| 7D | +6.4% | +0.1% | +6.3% | +6.4% |
| 30D | +19.9% | -11.8% | +31.7% | +22.6% |
| 3M | +5.6% | -11.3% | +16.9% | +7.6% |
| 6M | +9.2% | -10.0% | +19.3% | +10.7% |
| YTD | +20.6% | +25.9% | -5.3% | +13.3% |
| 1Y | +5.7% | +26.7% | -21.0% | -0.9% |
| 3Y | +73.6% | +8.1% | +65.5% | +65.0% |
| 5Y | +86.2% | +23.5% | +62.7% | +68.8% |
| All | +86.2% | +24.7% | +61.5% | +68.8% |
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