+244.7%
APLD vs FERG
+123.9%
+120.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +11.2% | -3.7% | -0.5% |
| 7D | +3.1% | +7.3% | -4.3% | -1.9% |
| 30D | -29.4% | +18.1% | -47.5% | -37.6% |
| 3M | -42.8% | +1.6% | -44.4% | -44.0% |
| 6M | -59.5% | +8.5% | -68.0% | -62.3% |
| YTD | -31.8% | +18.6% | -50.4% | -39.4% |
| 1Y | -46.0% | +5.7% | -51.7% | -48.3% |
| 3Y | +252.0% | +74.0% | +178.0% | +119.5% |
| All | +244.7% | +123.9% | +120.8% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling