+500.0%
APP vs FERG
+106.1%
+393.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.8% | +10.7% | +10.3% |
| 7D | +71.2% | -2.1% | +73.3% | +71.8% |
| 30D | +39.1% | +8.7% | +30.4% | +30.6% |
| 3M | +16.5% | -7.4% | +24.0% | +20.7% |
| 6M | -16.6% | -6.6% | -9.9% | -15.0% |
| YTD | -41.9% | +6.6% | -48.5% | -46.5% |
| 1Y | -37.0% | -3.6% | -33.5% | -38.3% |
| 3Y | +892.4% | +56.4% | +836.0% | +511.1% |
| 5Y | +297.3% | +67.5% | +229.8% | +106.2% |
| All | +500.0% | +106.1% | +393.9% | +199.5% |
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 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