+1,548.3%
FERG vs APD
+514.3%
+1,034.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.0% | +9.2% | +10.9% |
| 7D | +7.3% | -1.6% | +8.9% | +7.7% |
| 30D | +18.1% | +10.6% | +7.5% | +16.1% |
| 3M | +1.6% | +2.5% | -0.9% | +1.2% |
| 6M | +8.5% | +6.0% | +2.6% | +7.3% |
| YTD | +18.6% | +28.4% | -9.9% | +13.0% |
| 1Y | +5.7% | +22.2% | -16.4% | +1.6% |
| 3Y | +74.0% | +26.6% | +47.4% | +65.7% |
| 5Y | +83.9% | +11.8% | +72.1% | +75.8% |
| 10Y | +494.6% | +187.8% | +306.8% | +431.2% |
| All | +1,548.3% | +514.3% | +1,034.0% | +1,406.0% |
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