+1,348.4%
FERG vs ADM
+321.4%
+1,027.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | 0.0% | +3.8% | -3.8% | -0.5% |
| 30D | -10.2% | +9.8% | -19.9% | -11.1% |
| 3M | -0.6% | +2.1% | -2.7% | -0.9% |
| 6M | -6.5% | +27.5% | -34.0% | -9.3% |
| YTD | +4.2% | +50.2% | -46.0% | -0.8% |
| 1Y | -2.3% | +40.6% | -42.9% | -6.4% |
| 3Y | +48.5% | +17.2% | +31.3% | +43.3% |
| 5Y | +72.0% | +61.9% | +10.1% | +62.1% |
| 10Y | +369.9% | +159.3% | +210.6% | +330.9% |
| All | +1,348.4% | +321.4% | +1,027.1% | +1,191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling