+424.2%
FERG vs APA
+8.7%
+415.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | +9.7% | +8.5% | +1.2% | +9.2% |
| 30D | +15.0% | +2.8% | +12.3% | +14.8% |
| 3M | +3.8% | +21.7% | -18.0% | +2.4% |
| 6M | +10.6% | +32.6% | -22.0% | +8.5% |
| YTD | +17.0% | +103.7% | -86.7% | +11.2% |
| 1Y | +7.1% | +101.8% | -94.7% | +1.8% |
| 3Y | +67.7% | +48.1% | +19.7% | +59.3% |
| 5Y | +76.4% | +91.9% | -15.5% | +66.0% |
| All | +424.2% | +8.7% | +415.5% | +416.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling