+1,348.4%
FERG vs ADP
+1,000.7%
+347.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +2.7% |
| 7D | 0.0% | -3.4% | +3.4% | +0.6% |
| 30D | -10.2% | +2.8% | -13.0% | -10.6% |
| 3M | -0.6% | +20.9% | -21.5% | -4.0% |
| 6M | -6.5% | +29.9% | -36.4% | -11.2% |
| YTD | +4.2% | +9.6% | -5.5% | +2.1% |
| 1Y | -2.3% | -5.3% | +3.0% | -1.5% |
| 3Y | +48.5% | +16.5% | +32.0% | +44.0% |
| 5Y | +72.0% | +49.4% | +22.6% | +61.5% |
| 10Y | +369.9% | +282.2% | +87.7% | +304.4% |
| All | +1,348.4% | +1,000.7% | +347.8% | +1,084.2% |
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