+13,444.1%
GOOG vs APD
+980.1%
+12,464.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.6% |
| 7D | -2.1% | -2.2% | +0.1% | -1.2% |
| 30D | -6.8% | +2.1% | -8.9% | -7.8% |
| 3M | -9.1% | +7.2% | -16.3% | -12.6% |
| 6M | +10.7% | +11.2% | -0.5% | +4.2% |
| YTD | +7.1% | +24.4% | -17.3% | -4.8% |
| 1Y | +44.6% | +6.7% | +38.0% | +37.0% |
| 3Y | +147.4% | +9.2% | +138.2% | +122.9% |
| 5Y | +133.8% | +27.4% | +106.4% | +90.9% |
| 10Y | +777.5% | +164.8% | +612.7% | +369.1% |
| All | +13,444.1% | +980.1% | +12,464.0% | +3,283.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling