+249.5%
APLD vs FERG
+119.6%
+129.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.7% | -2.8% |
| 7D | +19.6% | +8.2% | +11.5% | +13.1% |
| 30D | -24.5% | +14.4% | -38.8% | -31.6% |
| 3M | -45.6% | +4.3% | -49.9% | -47.5% |
| 6M | -61.4% | +7.9% | -69.3% | -63.9% |
| YTD | -30.9% | +16.3% | -47.1% | -37.6% |
| 1Y | -35.8% | +2.2% | -38.1% | -37.0% |
| 3Y | +261.4% | +67.3% | +194.1% | +132.9% |
| All | +249.5% | +119.6% | +129.9% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling