+11,830.0%
GOOG vs APA
+58.5%
+11,771.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.3% | +1.3% |
| 7D | +4.8% | +9.6% | -4.8% | +3.1% |
| 30D | -15.5% | -0.2% | -15.3% | -15.7% |
| 3M | -13.7% | +19.8% | -33.5% | -16.9% |
| 6M | -23.0% | +30.1% | -53.0% | -27.5% |
| YTD | -5.7% | +100.4% | -106.1% | -19.4% |
| 1Y | +3.0% | +105.2% | -102.2% | -12.5% |
| 3Y | +122.4% | +44.6% | +77.8% | +94.9% |
| 5Y | +99.2% | +88.8% | +10.4% | +58.5% |
| 10Y | +690.8% | +6.6% | +684.2% | +480.6% |
| All | +11,830.0% | +58.5% | +11,771.5% | +7,716.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling