+56.9%
FERG vs APD
+11.2%
+45.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.6% |
| 7D | 0.0% | -2.2% | +2.2% | +0.5% |
| 30D | -10.2% | +2.1% | -12.3% | -10.7% |
| 3M | -0.6% | +7.2% | -7.8% | -2.6% |
| 6M | -6.5% | +11.2% | -17.8% | -9.6% |
| YTD | +4.2% | +24.4% | -20.2% | -2.8% |
| 1Y | -2.3% | +6.7% | -8.9% | -4.5% |
| All | +56.9% | +11.2% | +45.7% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling