+1,577.3%
FERG vs ADP
+1,122.4%
+454.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.9% |
| 7D | +6.4% | +0.9% | +5.5% | +6.2% |
| 30D | +19.9% | +11.9% | +8.0% | +17.6% |
| 3M | +5.6% | +13.7% | -8.2% | +3.1% |
| 6M | +9.2% | +46.8% | -37.5% | +1.7% |
| YTD | +20.6% | +21.8% | -1.1% | +16.0% |
| 1Y | +5.7% | +23.5% | -17.8% | +1.3% |
| 3Y | +73.6% | +44.1% | +29.5% | +62.3% |
| 5Y | +86.2% | +49.9% | +36.3% | +73.1% |
| 10Y | +440.7% | +318.8% | +121.9% | +357.1% |
| All | +1,577.3% | +1,122.4% | +454.9% | +1,245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling