+140.7%
GOOG vs APA
+12.6%
+128.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.0% | -2.2% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -7.7% | +9.3% | -17.0% | -8.1% |
| 3M | -9.3% | +23.3% | -32.6% | -10.4% |
| 6M | +7.4% | +39.5% | -32.0% | +3.7% |
| YTD | +4.9% | +87.6% | -82.8% | -2.8% |
| 1Y | +37.2% | +114.2% | -77.0% | +24.4% |
| All | +140.7% | +12.6% | +128.0% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling