+951.3%
APH vs FERG
+494.6%
+456.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +11.2% | -3.0% | +5.4% |
| 7D | +1.1% | +7.3% | -6.2% | -0.6% |
| 30D | -7.5% | +18.1% | -25.6% | -11.2% |
| 3M | -4.4% | +1.6% | -6.1% | -5.0% |
| 6M | +26.5% | +8.5% | +17.9% | +23.6% |
| YTD | +20.0% | +18.6% | +1.5% | +15.0% |
| 1Y | +16.9% | +5.7% | +11.1% | +14.8% |
| 3Y | +288.5% | +74.0% | +214.5% | +241.2% |
| 5Y | +310.3% | +83.9% | +226.4% | +248.9% |
| 10Y | +951.3% | +494.6% | +456.7% | +749.7% |
| All | +951.3% | +494.6% | +456.7% | +749.7% |
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