+424.2%
FERG vs APD
+191.9%
+232.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +9.7% | +3.8% | +5.9% | +8.8% |
| 30D | +15.0% | +8.2% | +6.8% | +13.0% |
| 3M | +3.8% | +4.3% | -0.5% | +2.7% |
| 6M | +10.6% | +4.7% | +5.9% | +9.2% |
| YTD | +17.0% | +31.5% | -14.6% | +9.0% |
| 1Y | +7.1% | +23.5% | -16.4% | +1.2% |
| 3Y | +67.7% | +29.1% | +38.6% | +55.8% |
| 5Y | +76.4% | +15.9% | +60.5% | +63.9% |
| All | +424.2% | +191.9% | +232.3% | +309.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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