+1,041.3%
APH vs FERG
+358.9%
+682.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +0.2% | +3.4% | -3.2% | -0.6% |
| 30D | -3.3% | -11.5% | +8.2% | -0.6% |
| 3M | +14.0% | +1.3% | +12.8% | +13.5% |
| 6M | +24.4% | -1.0% | +25.4% | +24.5% |
| YTD | +21.4% | +3.2% | +18.2% | +20.4% |
| 1Y | +48.9% | -3.0% | +51.9% | +49.3% |
| 3Y | +290.1% | +55.0% | +235.1% | +253.0% |
| 5Y | +352.8% | +72.6% | +280.2% | +296.6% |
| 10Y | +1,041.3% | +358.9% | +682.3% | +866.9% |
| All | +1,041.3% | +358.9% | +682.3% | +866.9% |
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 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