+69.3%
FERG vs APO
+136.0%
-66.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.1% |
| 7D | +0.9% | -1.0% | +1.9% | +1.2% |
| 30D | -15.1% | -0.4% | -14.7% | -15.2% |
| 3M | -4.8% | -0.9% | -4.0% | -5.0% |
| 6M | -2.5% | +22.1% | -24.6% | -10.1% |
| YTD | +1.8% | -8.4% | +10.2% | +3.6% |
| 1Y | -0.3% | -0.9% | +0.6% | -2.1% |
| 3Y | +52.9% | +56.1% | -3.2% | +20.9% |
| 5Y | +69.3% | +136.0% | -66.7% | +6.8% |
| All | +69.3% | +136.0% | -66.7% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling