-46.9%
APLD vs FERG
+4.4%
-51.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.1% |
| 7D | -6.3% | +7.2% | -13.6% | -11.6% |
| 30D | -29.6% | +17.9% | -47.5% | -39.5% |
| 3M | -42.6% | -1.3% | -41.3% | -41.6% |
| 6M | -59.6% | +8.3% | -67.9% | -62.8% |
| YTD | -32.0% | +18.3% | -50.3% | -43.1% |
| 1Y | -46.9% | +4.7% | -51.7% | -52.2% |
| All | -46.9% | +4.4% | -51.4% | -52.2% |
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