+2,938.2%
APH vs FERG
+1,382.0%
+1,556.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.3% |
| 7D | -5.9% | -2.1% | -3.9% | -5.6% |
| 30D | -14.8% | +8.7% | -23.5% | -16.0% |
| 3M | -12.4% | -7.4% | -5.0% | -11.4% |
| 6M | +8.1% | -6.6% | +14.7% | +9.1% |
| YTD | +10.9% | +6.6% | +4.4% | +9.8% |
| 1Y | +8.8% | -3.6% | +12.3% | +9.2% |
| 3Y | +262.1% | +56.4% | +205.7% | +238.9% |
| 5Y | +283.1% | +67.5% | +215.6% | +251.6% |
| 10Y | +908.1% | +434.6% | +473.5% | +780.2% |
| All | +2,938.2% | +1,382.0% | +1,556.3% | +2,504.9% |
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