+67.7%
FERG vs APTV
-48.7%
+116.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +9.7% | -1.7% | +11.5% | +10.3% |
| 30D | +15.0% | -11.6% | +26.6% | +18.6% |
| 3M | +3.8% | -21.2% | +24.9% | +9.9% |
| 6M | +10.6% | -28.5% | +39.1% | +17.9% |
| YTD | +17.0% | -49.1% | +66.0% | +36.0% |
| 1Y | +7.1% | -52.2% | +59.3% | +26.7% |
| 3Y | +67.7% | -48.6% | +116.4% | +89.4% |
| All | +67.7% | -48.7% | +116.5% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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