-43.0%
APP vs FERG
-3.2%
-39.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.5% |
| 7D | +0.1% | +3.4% | -3.3% | -0.4% |
| 30D | -10.0% | -11.5% | +1.5% | -8.3% |
| 3M | -44.6% | +1.3% | -45.9% | -44.4% |
| 6M | -37.9% | -1.0% | -36.9% | -37.8% |
| YTD | -53.7% | +3.2% | -56.9% | -52.9% |
| 1Y | -43.0% | -3.0% | -40.0% | -41.4% |
| All | -43.0% | -3.2% | -39.8% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling