+72.6%
FERG vs ADP
+47.6%
+25.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.3% |
| 7D | +3.4% | -5.5% | +8.9% | +5.5% |
| 30D | -11.5% | -1.2% | -10.3% | -11.2% |
| 3M | +1.3% | +17.9% | -16.6% | -5.3% |
| 6M | -1.0% | +20.3% | -21.3% | -8.6% |
| YTD | +3.2% | +5.8% | -2.6% | +1.2% |
| 1Y | -3.0% | -7.7% | +4.8% | +1.9% |
| 3Y | +55.0% | +14.7% | +40.3% | +44.2% |
| 5Y | +72.6% | +45.8% | +26.9% | +40.1% |
| All | +72.6% | +47.6% | +25.1% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling