+285.6%
APH vs FERG
+50.3%
+235.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.5% | -0.1% |
| 7D | +5.0% | 0.0% | +5.0% | +4.9% |
| 30D | -3.9% | -10.2% | +6.3% | +0.3% |
| 3M | +13.0% | -0.6% | +13.6% | +12.6% |
| 6M | +25.2% | -6.5% | +31.7% | +27.8% |
| YTD | +22.9% | +4.2% | +18.8% | +20.3% |
| 1Y | +47.8% | -2.3% | +50.1% | +47.6% |
| All | +285.6% | +50.3% | +235.3% | +215.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling