+49.3%
FERG vs APTV
-55.3%
+104.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.6% |
| 7D | -1.0% | -1.8% | +0.8% | -0.6% |
| 30D | -11.8% | -7.9% | -3.9% | -10.1% |
| 3M | -1.2% | -29.9% | +28.7% | +6.8% |
| 6M | -2.3% | -36.6% | +34.3% | +7.4% |
| YTD | +0.8% | -40.0% | +40.7% | +12.1% |
| 1Y | +0.5% | -44.0% | +44.5% | +13.8% |
| All | +49.3% | -55.3% | +104.6% | +68.6% |
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