+459.6%
APLD vs FERG
+92.3%
+367.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.8% | -3.1% |
| 7D | +9.0% | +0.9% | +8.1% | +8.2% |
| 30D | -6.6% | -15.1% | +8.5% | +4.6% |
| 3M | -35.2% | -4.8% | -30.4% | -33.4% |
| 6M | +0.4% | -2.5% | +2.9% | +1.6% |
| YTD | +10.7% | +1.8% | +8.9% | +10.3% |
| 1Y | +78.6% | -0.3% | +78.9% | +79.3% |
| 3Y | +423.9% | +52.9% | +371.0% | +258.9% |
| All | +459.6% | +92.3% | +367.3% | +163.9% |
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 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