+1,516.3%
FERG vs ADM
+253.4%
+1,262.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +8.2% | +0.7% | +7.5% | +8.1% |
| 30D | +14.4% | -14.7% | +29.1% | +16.3% |
| 3M | +4.3% | -10.4% | +14.8% | +5.4% |
| 6M | +7.9% | -10.9% | +18.8% | +8.9% |
| YTD | +16.3% | +26.0% | -9.7% | +12.6% |
| 1Y | +2.2% | +26.5% | -24.2% | -1.0% |
| 3Y | +67.3% | +8.2% | +59.1% | +62.7% |
| 5Y | +75.3% | +24.0% | +51.3% | +69.2% |
| 10Y | +421.0% | +128.4% | +292.6% | +385.9% |
| All | +1,516.3% | +253.4% | +1,262.9% | +1,367.6% |
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