+55.0%
FERG vs APO
+58.7%
-3.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | -11.5% | +3.9% | -15.4% | -12.8% |
| 3M | +1.3% | +3.8% | -2.5% | -0.4% |
| 6M | -1.0% | +22.3% | -23.3% | -8.1% |
| YTD | +3.2% | -7.8% | +11.0% | +4.8% |
| 1Y | -3.0% | -0.3% | -2.6% | -4.6% |
| 3Y | +55.0% | +57.1% | -2.1% | +24.2% |
| All | +55.0% | +58.7% | -3.6% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling