+930.0%
APH vs FERG
+424.2%
+505.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.4% | -1.9% |
| 7D | +4.9% | +9.7% | -4.9% | +2.4% |
| 30D | -5.4% | +15.0% | -20.4% | -8.7% |
| 3M | -5.5% | +3.8% | -9.2% | -6.4% |
| 6M | +25.9% | +10.6% | +15.3% | +22.4% |
| YTD | +16.4% | +17.0% | -0.6% | +11.7% |
| 1Y | +16.5% | +7.1% | +9.4% | +14.0% |
| 3Y | +270.9% | +67.7% | +203.1% | +226.9% |
| 5Y | +289.5% | +76.4% | +213.1% | +231.5% |
| All | +930.0% | +424.2% | +505.8% | +691.0% |
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 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