-16.6%
APP vs FERG
-7.5%
-9.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.8% | +10.7% | +9.7% |
| 7D | +71.2% | -2.1% | +73.3% | +68.6% |
| 30D | +39.1% | +8.7% | +30.4% | +36.2% |
| 3M | +16.5% | -7.4% | +24.0% | +14.9% |
| 6M | -16.6% | -6.6% | -9.9% | -10.9% |
| All | -16.6% | -7.5% | -9.1% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling