+84.5%
AAPL vs FERG
+50.8%
+33.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.8% |
| 7D | -0.5% | -1.0% | +0.5% | -0.3% |
| 30D | +7.1% | -11.8% | +18.9% | +10.2% |
| 3M | +12.1% | -1.2% | +13.3% | +11.7% |
| 6M | +25.4% | -2.3% | +27.7% | +24.6% |
| YTD | +20.5% | +0.8% | +19.7% | +18.5% |
| 1Y | +44.5% | +0.5% | +44.0% | +41.6% |
| All | +84.5% | +50.8% | +33.7% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling