+878.6%
FERG vs APO
+1,612.1%
-733.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +9.7% | +5.8% | +4.0% | +8.9% |
| 30D | +15.0% | +8.9% | +6.2% | +13.6% |
| 3M | +3.8% | -13.6% | +17.4% | +5.9% |
| 6M | +10.6% | -5.4% | +16.0% | +11.3% |
| YTD | +17.0% | -13.6% | +30.6% | +18.8% |
| 1Y | +7.1% | -2.5% | +9.6% | +6.8% |
| 3Y | +67.7% | +50.9% | +16.9% | +58.0% |
| 5Y | +76.4% | +81.4% | -5.0% | +60.0% |
| 10Y | +424.2% | +843.9% | -419.7% | +331.0% |
| All | +878.6% | +1,612.1% | -733.4% | +673.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling