+190.1%
APLD vs FERG
+56.2%
+133.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.8% | +10.6% | +10.3% |
| 7D | -12.7% | -2.1% | -10.6% | -11.4% |
| 30D | -34.7% | +8.7% | -43.4% | -38.3% |
| 3M | -46.1% | -7.4% | -38.7% | -43.8% |
| 6M | -64.9% | -6.6% | -58.2% | -63.5% |
| YTD | -36.6% | +6.6% | -43.2% | -38.5% |
| 1Y | -50.0% | -3.6% | -46.4% | -48.9% |
| 3Y | +190.1% | +56.4% | +133.7% | +139.1% |
| All | +190.1% | +56.2% | +133.9% | +139.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling