+1,474.2%
APH vs FERG
+1,348.4%
+125.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.7% | -49.5% | -48.1% |
| 7D | -48.7% | -2.1% | -46.6% | -48.7% |
| 30D | -51.9% | -10.2% | -41.8% | -51.2% |
| 3M | -43.6% | -0.6% | -43.0% | -43.7% |
| 6M | -37.5% | -6.5% | -31.0% | -37.1% |
| YTD | -38.6% | +4.2% | -42.8% | -39.2% |
| 1Y | -26.3% | -2.3% | -24.1% | -26.4% |
| 3Y | +89.2% | +48.5% | +40.7% | +77.9% |
| 5Y | +119.8% | +72.0% | +47.8% | +101.5% |
| 10Y | +454.3% | +369.9% | +84.4% | +385.9% |
| All | +1,474.2% | +1,348.4% | +125.8% | +1,251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling