+1,516.3%
FERG vs APA
-37.2%
+1,553.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -3.7% |
| 7D | +8.2% | +9.6% | -1.4% | +7.7% |
| 30D | +14.4% | -0.2% | +14.6% | +14.3% |
| 3M | +4.3% | +19.8% | -15.5% | +3.2% |
| 6M | +7.9% | +30.1% | -22.2% | +6.0% |
| YTD | +16.3% | +100.4% | -84.2% | +11.1% |
| 1Y | +2.2% | +105.2% | -103.0% | -2.5% |
| 3Y | +67.3% | +44.6% | +22.7% | +60.0% |
| 5Y | +75.3% | +88.8% | -13.5% | +65.9% |
| 10Y | +421.0% | +6.6% | +414.4% | +403.1% |
| All | +1,516.3% | -37.2% | +1,553.6% | +1,462.0% |
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 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