+391.7%
APP vs FERG
+101.5%
+290.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +0.8% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -23.3% | -10.2% | -13.1% | -17.9% |
| 3M | -42.6% | -0.6% | -42.1% | -43.2% |
| 6M | -33.6% | -6.5% | -27.1% | -32.1% |
| YTD | -52.4% | +4.2% | -56.6% | -55.0% |
| 1Y | -35.9% | -2.3% | -33.6% | -37.8% |
| 3Y | +642.2% | +48.5% | +593.7% | +379.6% |
| 5Y | +311.1% | +72.0% | +239.1% | +115.1% |
| All | +391.7% | +101.5% | +290.2% | +152.1% |
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