+702.3%
GOOG vs APA
+8.7%
+693.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | +3.0% | +8.5% | -5.5% | +2.0% |
| 30D | -14.9% | +2.8% | -17.7% | -15.3% |
| 3M | -14.9% | +21.7% | -36.6% | -17.3% |
| 6M | -26.6% | +32.6% | -59.2% | -29.8% |
| YTD | -6.6% | +103.7% | -110.3% | -16.6% |
| 1Y | +5.1% | +101.8% | -96.7% | -6.2% |
| 3Y | +121.0% | +48.1% | +72.9% | +100.2% |
| 5Y | +97.3% | +91.9% | +5.4% | +68.1% |
| All | +702.3% | +8.7% | +693.6% | +525.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling