+780.7%
GOOG vs APA
-2.4%
+783.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | 0.0% | +4.6% | -4.5% | -0.5% |
| 30D | -2.0% | +11.9% | -13.9% | -3.4% |
| 3M | -5.9% | +22.5% | -28.3% | -8.6% |
| 6M | +8.9% | +37.5% | -28.6% | +3.2% |
| YTD | +7.1% | +87.2% | -80.0% | -3.1% |
| 1Y | +39.7% | +101.4% | -61.8% | +24.6% |
| 3Y | +145.8% | +16.9% | +128.9% | +130.4% |
| 5Y | +138.6% | +178.4% | -39.8% | +93.2% |
| All | +780.7% | -2.4% | +783.0% | +592.3% |
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