+352.7%
FERG vs ADP
+270.4%
+82.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.2% |
| 7D | +0.9% | -5.7% | +6.6% | +2.1% |
| 30D | -15.1% | -3.1% | -12.0% | -14.6% |
| 3M | -4.8% | +15.6% | -20.4% | -7.8% |
| 6M | -2.5% | +20.8% | -23.3% | -6.7% |
| YTD | +1.8% | +4.7% | -2.9% | +0.5% |
| 1Y | -0.3% | -8.3% | +8.0% | +1.4% |
| 3Y | +52.9% | +13.6% | +39.4% | +48.4% |
| 5Y | +69.3% | +45.0% | +24.3% | +58.9% |
| 10Y | +352.7% | +279.0% | +73.7% | +292.0% |
| All | +352.7% | +270.4% | +82.3% | +292.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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