-37.5%
APH vs FERG
-7.3%
-30.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.7% | -49.5% | -48.3% |
| 7D | -48.7% | -2.1% | -46.6% | -48.3% |
| 30D | -51.9% | -10.2% | -41.8% | -49.7% |
| 3M | -43.6% | -0.6% | -43.0% | -44.2% |
| 6M | -37.5% | -6.5% | -31.0% | -36.0% |
| All | -37.5% | -7.3% | -30.3% | -36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling