+1,577.3%
FERG vs APD
+526.5%
+1,050.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.0% | +1.8% |
| 7D | +6.4% | -1.2% | +7.6% | +6.7% |
| 30D | +19.9% | +11.0% | +8.9% | +17.8% |
| 3M | +5.6% | +2.6% | +3.0% | +5.1% |
| 6M | +9.2% | +4.8% | +4.4% | +8.2% |
| YTD | +20.6% | +31.0% | -10.3% | +14.6% |
| 1Y | +5.7% | +23.4% | -17.7% | +1.4% |
| 3Y | +73.6% | +28.4% | +45.2% | +64.9% |
| 5Y | +86.2% | +15.2% | +71.0% | +77.2% |
| 10Y | +440.7% | +190.7% | +250.0% | +381.6% |
| All | +1,577.3% | +526.5% | +1,050.8% | +1,427.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling