+83.9%
FERG vs APD
+12.1%
+71.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.0% | +9.2% | +10.5% |
| 7D | +7.3% | -1.6% | +8.9% | +8.1% |
| 30D | +18.1% | +10.6% | +7.5% | +14.0% |
| 3M | +1.6% | +2.5% | -0.9% | +0.7% |
| 6M | +8.5% | +6.0% | +2.6% | +5.9% |
| YTD | +18.6% | +28.4% | -9.9% | +6.7% |
| 1Y | +5.7% | +22.2% | -16.4% | -3.2% |
| 3Y | +74.0% | +26.6% | +47.4% | +54.2% |
| 5Y | +83.9% | +11.8% | +72.1% | +68.8% |
| All | +83.9% | +12.1% | +71.8% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling