+483.7%
APLD vs FERG
+95.0%
+388.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +8.0% |
| 7D | +16.6% | +3.4% | +13.2% | +13.7% |
| 30D | -3.1% | -11.5% | +8.4% | +5.2% |
| 3M | -30.9% | +1.3% | -32.1% | -32.2% |
| 6M | +12.6% | -1.0% | +13.6% | +12.6% |
| YTD | +15.5% | +3.2% | +12.2% | +13.9% |
| 1Y | +103.5% | -3.0% | +106.5% | +107.3% |
| 3Y | +446.5% | +55.0% | +391.5% | +270.6% |
| All | +483.7% | +95.0% | +388.8% | +172.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling