+367.9%
APP vs FERG
+96.9%
+271.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -1.4% |
| 7D | -4.4% | +0.9% | -5.3% | -4.9% |
| 30D | -10.0% | -15.1% | +5.0% | -0.3% |
| 3M | -41.4% | -4.8% | -36.6% | -40.1% |
| 6M | -41.0% | -2.5% | -38.6% | -41.4% |
| YTD | -54.7% | +1.8% | -56.5% | -56.5% |
| 1Y | -45.3% | -0.3% | -45.0% | -47.8% |
| 3Y | +624.3% | +52.9% | +571.3% | +353.0% |
| 5Y | +329.1% | +69.3% | +259.8% | +127.5% |
| All | +367.9% | +96.9% | +271.0% | +143.5% |
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