+1,348.4%
FERG vs APD
+494.9%
+853.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.5% |
| 7D | 0.0% | -2.2% | +2.2% | +0.3% |
| 30D | -10.2% | +2.1% | -12.3% | -10.5% |
| 3M | -0.6% | +7.2% | -7.8% | -1.9% |
| 6M | -6.5% | +11.2% | -17.8% | -8.5% |
| YTD | +4.2% | +24.4% | -20.2% | -0.1% |
| 1Y | -2.3% | +6.7% | -8.9% | -3.9% |
| 3Y | +48.5% | +9.2% | +39.2% | +44.4% |
| 5Y | +72.0% | +27.4% | +44.7% | +63.3% |
| 10Y | +369.9% | +164.8% | +205.1% | +322.9% |
| All | +1,348.4% | +494.9% | +853.5% | +1,230.4% |
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 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