+4,831.7%
AAPL vs FERG
+1,335.0%
+3,496.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.1% |
| 7D | -2.7% | +3.4% | -6.1% | -3.2% |
| 30D | +1.0% | -11.5% | +12.5% | +2.6% |
| 3M | +5.0% | +1.3% | +3.7% | +4.5% |
| 6M | +23.0% | -1.0% | +24.0% | +22.7% |
| YTD | +16.6% | +3.2% | +13.4% | +15.6% |
| 1Y | +33.4% | -3.0% | +36.4% | +33.1% |
| 3Y | +79.9% | +55.0% | +24.8% | +68.2% |
| 5Y | +109.0% | +72.6% | +36.4% | +91.6% |
| 10Y | +1,210.4% | +358.9% | +851.5% | +1,046.7% |
| All | +4,831.7% | +1,335.0% | +3,496.6% | +4,053.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling