+1,278.0%
AAPL vs FERG
+351.3%
+926.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +3.8% | -2.6% | +6.4% | +4.3% |
| 30D | +9.9% | -8.9% | +18.8% | +11.7% |
| 3M | +12.5% | -2.0% | +14.5% | +12.5% |
| 6M | +27.6% | -3.2% | +30.8% | +27.5% |
| YTD | +22.6% | +1.5% | +21.1% | +21.3% |
| 1Y | +45.0% | +0.5% | +44.5% | +43.4% |
| 3Y | +87.8% | +50.4% | +37.3% | +70.9% |
| 5Y | +128.7% | +68.7% | +60.0% | +101.3% |
| All | +1,278.0% | +351.3% | +926.7% | +1,036.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 10y: compounded portfolio wealth divided by compounded FERG 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…
10y analysis · Full analysis span regression · 6 months rolling