+128.8%
GOOG vs APD
+25.2%
+103.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -1.6% | -4.6% | +3.0% | -0.4% |
| 30D | -7.7% | -4.2% | -3.5% | -6.7% |
| 3M | -9.3% | +5.0% | -14.3% | -10.8% |
| 6M | +7.4% | +8.9% | -1.5% | +4.2% |
| YTD | +4.9% | +21.9% | -17.0% | -1.9% |
| 1Y | +37.2% | +5.6% | +31.7% | +33.8% |
| 3Y | +141.6% | +6.9% | +134.7% | +131.8% |
| 5Y | +128.8% | +25.3% | +103.4% | +79.7% |
| All | +128.8% | +25.2% | +103.5% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling