-6.5%
FERG vs APA
+40.1%
-46.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.2% | +5.5% | +1.8% |
| 7D | 0.0% | +0.5% | -0.6% | +0.1% |
| 30D | -10.2% | +23.4% | -33.6% | -6.3% |
| 3M | -0.6% | +12.7% | -13.3% | +2.0% |
| 6M | -6.5% | +39.4% | -45.9% | +2.8% |
| All | -6.5% | +40.1% | -46.6% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling