-23.0%
GOOG vs APD
+5.0%
-28.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.7% |
| 7D | +4.8% | +2.2% | +2.7% | +5.1% |
| 30D | -15.5% | +9.4% | -24.9% | -14.6% |
| 3M | -13.7% | +4.7% | -18.3% | -13.0% |
| 6M | -23.0% | +5.5% | -28.4% | -18.9% |
| All | -23.0% | +5.0% | -28.0% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling