+352.7%
FERG vs APD
+162.9%
+189.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.2% |
| 7D | +0.9% | -4.6% | +5.5% | +2.0% |
| 30D | -15.1% | -4.2% | -10.9% | -14.2% |
| 3M | -4.8% | +5.0% | -9.8% | -6.2% |
| 6M | -2.5% | +8.9% | -11.4% | -4.8% |
| YTD | +1.8% | +21.9% | -20.1% | -3.5% |
| 1Y | -0.3% | +5.6% | -5.9% | -2.4% |
| 3Y | +52.9% | +6.9% | +46.0% | +47.8% |
| 5Y | +69.3% | +25.3% | +43.9% | +57.4% |
| 10Y | +352.7% | +169.1% | +183.6% | +251.9% |
| All | +352.7% | +162.9% | +189.8% | +251.9% |
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