+83.9%
FERG vs ADP
+48.1%
+35.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.4% | +11.6% | +11.4% |
| 7D | +7.3% | +1.1% | +6.2% | +6.9% |
| 30D | +18.1% | +11.5% | +6.6% | +13.5% |
| 3M | +1.6% | +12.0% | -10.4% | -2.7% |
| 6M | +8.5% | +43.8% | -35.3% | -6.3% |
| YTD | +18.6% | +20.1% | -1.5% | +10.9% |
| 1Y | +5.7% | +22.3% | -16.6% | -2.1% |
| 3Y | +74.0% | +43.3% | +30.7% | +47.0% |
| 5Y | +83.9% | +47.3% | +36.5% | +54.0% |
| All | +83.9% | +48.1% | +35.8% | +54.0% |
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 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