+702.3%
GOOG vs APD
+191.9%
+510.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.0% | +3.8% | -0.8% | +1.6% |
| 30D | -14.9% | +8.2% | -23.1% | -17.5% |
| 3M | -14.9% | +4.3% | -19.2% | -16.5% |
| 6M | -26.6% | +4.7% | -31.3% | -28.4% |
| YTD | -6.6% | +31.5% | -38.1% | -17.6% |
| 1Y | +5.1% | +23.5% | -18.5% | -5.2% |
| 3Y | +121.0% | +29.1% | +91.8% | +88.7% |
| 5Y | +97.3% | +15.9% | +81.4% | +72.1% |
| All | +702.3% | +191.9% | +510.4% | +300.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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