+935.6%
FERG vs APTV
+180.9%
+754.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.3% |
| 7D | +3.4% | +2.0% | +1.4% | +3.1% |
| 30D | -11.5% | -7.7% | -3.8% | -10.6% |
| 3M | +1.3% | -34.0% | +35.3% | +6.8% |
| 6M | -1.0% | -37.1% | +36.1% | +4.6% |
| YTD | +3.2% | -39.9% | +43.1% | +9.6% |
| 1Y | -3.0% | -44.4% | +41.5% | +4.1% |
| 3Y | +55.0% | -54.5% | +109.5% | +67.0% |
| 5Y | +72.6% | -69.1% | +141.8% | +87.8% |
| 10Y | +358.9% | -20.0% | +378.9% | +394.5% |
| All | +935.6% | +180.9% | +754.7% | +895.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling