+352.8%
APH vs FERG
+72.9%
+279.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +0.2% | +3.4% | -3.2% | -1.2% |
| 30D | -3.3% | -11.5% | +8.2% | +1.7% |
| 3M | +14.0% | +1.3% | +12.8% | +12.8% |
| 6M | +24.4% | -1.0% | +25.4% | +24.2% |
| YTD | +21.4% | +3.2% | +18.2% | +18.9% |
| 1Y | +48.9% | -3.0% | +51.9% | +48.8% |
| 3Y | +290.1% | +55.0% | +235.1% | +204.2% |
| 5Y | +352.8% | +72.6% | +280.2% | +217.4% |
| All | +352.8% | +72.9% | +279.9% | +217.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling