+1,548.3%
FERG vs ADP
+1,105.2%
+443.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.4% | +11.6% | +11.3% |
| 7D | +7.3% | +1.1% | +6.2% | +7.1% |
| 30D | +18.1% | +11.5% | +6.6% | +15.9% |
| 3M | +1.6% | +12.0% | -10.4% | -0.5% |
| 6M | +8.5% | +43.8% | -35.3% | +1.4% |
| YTD | +18.6% | +20.1% | -1.5% | +14.3% |
| 1Y | +5.7% | +22.3% | -16.6% | +1.5% |
| 3Y | +74.0% | +43.3% | +30.7% | +62.9% |
| 5Y | +83.9% | +47.3% | +36.5% | +71.4% |
| 10Y | +494.6% | +313.7% | +180.9% | +403.8% |
| All | +1,548.3% | +1,105.2% | +443.1% | +1,225.3% |
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