+887.9%
APP vs FERG
+69.1%
+818.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.7% |
| 7D | +4.6% | +9.7% | -5.2% | +1.1% |
| 30D | +56.0% | +15.0% | +41.0% | +46.8% |
| 3M | +30.8% | +3.8% | +27.1% | +28.2% |
| 6M | -9.8% | +10.6% | -20.4% | -14.4% |
| YTD | -39.3% | +17.0% | -56.3% | -44.2% |
| 1Y | -26.4% | +7.1% | -33.5% | -29.8% |
| 3Y | +887.9% | +67.7% | +820.2% | +568.0% |
| All | +887.9% | +69.1% | +818.8% | +568.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling