+780.7%
GOOG vs APD
+166.7%
+614.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | 0.0% | -3.3% | +3.3% | +1.3% |
| 30D | -2.0% | -4.2% | +2.2% | -0.4% |
| 3M | -5.9% | +5.4% | -11.3% | -8.4% |
| 6M | +8.9% | +6.3% | +2.6% | +5.2% |
| YTD | +7.1% | +20.3% | -13.2% | -2.0% |
| 1Y | +39.7% | +1.6% | +38.1% | +36.3% |
| 3Y | +145.8% | +4.0% | +141.8% | +130.6% |
| 5Y | +138.6% | +23.3% | +115.3% | +99.5% |
| All | +780.7% | +166.7% | +614.0% | +364.8% |
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