+528.8%
APP vs FERG
+129.3%
+399.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +11.2% | -6.4% | -1.8% |
| 7D | +79.2% | +7.3% | +71.8% | +70.1% |
| 30D | +48.0% | +18.1% | +29.9% | +32.1% |
| 3M | +18.2% | +1.6% | +16.6% | +15.7% |
| 6M | -12.5% | +8.5% | -21.0% | -18.9% |
| YTD | -39.2% | +18.6% | -57.7% | -47.5% |
| 1Y | -33.9% | +5.7% | -39.6% | -38.6% |
| 3Y | +933.3% | +74.0% | +859.3% | +496.2% |
| 5Y | +295.9% | +83.9% | +212.0% | +93.4% |
| All | +528.8% | +129.3% | +399.6% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling