+3,266.6%
APH vs FERG
+1,348.4%
+1,918.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.5% | +0.5% |
| 7D | +5.0% | 0.0% | +5.0% | +4.9% |
| 30D | -3.9% | -10.2% | +6.3% | -2.2% |
| 3M | +13.0% | -0.6% | +13.6% | +12.9% |
| 6M | +25.2% | -6.5% | +31.7% | +26.3% |
| YTD | +22.9% | +4.2% | +18.8% | +22.1% |
| 1Y | +47.8% | -2.3% | +50.1% | +48.0% |
| 3Y | +283.0% | +48.5% | +234.5% | +260.9% |
| 5Y | +349.7% | +72.0% | +277.6% | +313.2% |
| 10Y | +1,061.2% | +369.9% | +691.3% | +920.4% |
| All | +3,266.6% | +1,348.4% | +1,918.2% | +2,797.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling