+127.8%
AAPL vs FERG
+67.5%
+60.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +3.8% | -2.6% | +6.4% | +4.7% |
| 30D | +9.9% | -8.9% | +18.8% | +13.2% |
| 3M | +12.5% | -2.0% | +14.5% | +12.4% |
| 6M | +27.6% | -3.2% | +30.8% | +27.2% |
| YTD | +22.6% | +1.5% | +21.1% | +19.7% |
| 1Y | +45.0% | +0.5% | +44.5% | +41.2% |
| 3Y | +87.8% | +50.4% | +37.3% | +46.6% |
| All | +127.8% | +67.5% | +60.2% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling