+13,444.1%
GOOG vs APA
+41.5%
+13,402.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.1% | -0.5% |
| 7D | -2.1% | +0.5% | -2.7% | -2.3% |
| 30D | -6.8% | +23.4% | -30.2% | -10.5% |
| 3M | -9.1% | +12.7% | -21.8% | -11.6% |
| 6M | +10.7% | +39.4% | -28.7% | +2.3% |
| YTD | +7.1% | +79.0% | -71.9% | -6.1% |
| 1Y | +44.6% | +88.8% | -44.2% | +24.7% |
| 3Y | +147.4% | +6.4% | +141.1% | +130.4% |
| 5Y | +133.8% | +153.0% | -19.2% | +74.8% |
| 10Y | +777.5% | +7.5% | +770.0% | +534.8% |
| All | +13,444.1% | +41.5% | +13,402.6% | +9,001.1% |
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