-46.5%
APLD vs FERG
+3.8%
-50.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.7% | -9.4% | -9.0% |
| 7D | -18.5% | +7.7% | -26.2% | -24.2% |
| 30D | -32.8% | +11.5% | -44.2% | -39.6% |
| 3M | -46.9% | -2.4% | -44.5% | -46.1% |
| 6M | -53.4% | -4.0% | -49.4% | -51.3% |
| YTD | -32.3% | +13.4% | -45.6% | -41.8% |
| 1Y | -46.5% | +3.1% | -49.6% | -51.5% |
| All | -46.5% | +3.8% | -50.3% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling