-0.3%
FERG vs APD
+5.1%
-5.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.3% |
| 7D | +0.9% | -4.6% | +5.5% | +1.3% |
| 30D | -15.1% | -4.2% | -10.9% | -14.7% |
| 3M | -4.8% | +5.0% | -9.8% | -5.2% |
| 6M | -2.5% | +8.9% | -11.4% | -3.3% |
| YTD | +1.8% | +21.9% | -20.1% | -0.4% |
| 1Y | -0.3% | +5.6% | -5.9% | -3.3% |
| All | -0.3% | +5.1% | -5.5% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling