+348.1%
FERG vs APO
+936.6%
-588.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | -1.0% | -4.9% | +3.9% | -0.1% |
| 30D | -11.8% | -8.4% | -3.4% | -10.4% |
| 3M | -1.2% | -2.1% | +0.8% | -1.1% |
| 6M | -2.3% | +19.2% | -21.6% | -5.8% |
| YTD | +0.8% | -10.5% | +11.3% | +2.1% |
| 1Y | +0.5% | -2.7% | +3.2% | 0.0% |
| 3Y | +51.4% | +52.5% | -1.1% | +39.4% |
| 5Y | +67.5% | +132.1% | -64.6% | +44.7% |
| All | +348.1% | +936.6% | -588.4% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 10y: compounded portfolio wealth divided by compounded APO 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…
10y analysis · Full analysis span regression · 6 months rolling