+771.5%
FERG vs APO
+1,753.5%
-981.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | -10.2% | +3.5% | -13.6% | -10.7% |
| 3M | -0.6% | +4.5% | -5.1% | -1.4% |
| 6M | -6.5% | +22.8% | -29.3% | -9.6% |
| YTD | +4.2% | -6.5% | +10.7% | +4.6% |
| 1Y | -2.3% | +0.8% | -3.1% | -3.1% |
| 3Y | +48.5% | +62.0% | -13.5% | +38.3% |
| 5Y | +72.0% | +138.2% | -66.2% | +52.9% |
| 10Y | +369.9% | +940.3% | -570.4% | +281.4% |
| All | +771.5% | +1,753.5% | -981.9% | +581.2% |
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 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