+1,348.4%
FERG vs APA
-44.0%
+1,392.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.2% | +5.5% | +2.5% |
| 7D | 0.0% | +0.5% | -0.6% | -0.1% |
| 30D | -10.2% | +23.4% | -33.6% | -11.2% |
| 3M | -0.6% | +12.7% | -13.3% | -1.4% |
| 6M | -6.5% | +39.4% | -45.9% | -8.7% |
| YTD | +4.2% | +79.0% | -74.8% | +0.2% |
| 1Y | -2.3% | +88.8% | -91.1% | -6.4% |
| 3Y | +48.5% | +6.4% | +42.1% | +44.0% |
| 5Y | +72.0% | +153.0% | -81.0% | +62.5% |
| 10Y | +369.9% | +7.5% | +362.3% | +354.9% |
| All | +1,348.4% | -44.0% | +1,392.4% | +1,309.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling