+55.0%
FERG vs APA
+9.3%
+45.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | +3.4% | -1.7% | +5.1% | +3.6% |
| 30D | -11.5% | +15.7% | -27.2% | -13.4% |
| 3M | +1.3% | +16.5% | -15.2% | -1.2% |
| 6M | -1.0% | +35.1% | -36.1% | -7.2% |
| YTD | +3.2% | +82.2% | -79.0% | -9.5% |
| 1Y | -3.0% | +102.5% | -105.4% | -17.4% |
| 3Y | +55.0% | +10.3% | +44.7% | +34.4% |
| All | +55.0% | +9.3% | +45.7% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling