+506.6%
APP vs FERG
+128.8%
+377.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | +61.1% | +7.2% | +53.9% | +53.0% |
| 30D | +42.8% | +17.9% | +24.9% | +27.6% |
| 3M | +16.7% | -1.3% | +17.9% | +16.4% |
| 6M | -15.6% | +8.3% | -23.9% | -21.6% |
| YTD | -41.3% | +18.3% | -59.6% | -49.3% |
| 1Y | -39.3% | +4.7% | -44.0% | -43.2% |
| 3Y | +803.2% | +70.3% | +732.9% | +430.4% |
| 5Y | +313.2% | +84.6% | +228.5% | +101.6% |
| All | +506.6% | +128.8% | +377.8% | +184.1% |
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 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