+13,444.1%
GOOG vs APH
+10,240.0%
+3,204.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -2.1% | +5.0% | -7.1% | -4.4% |
| 30D | -6.8% | -3.9% | -3.0% | -5.5% |
| 3M | -9.1% | +13.0% | -22.1% | -15.5% |
| 6M | +10.7% | +25.2% | -14.4% | -3.4% |
| YTD | +7.1% | +22.9% | -15.9% | -7.9% |
| 1Y | +44.6% | +47.8% | -3.2% | +12.9% |
| 3Y | +147.4% | +283.0% | -135.6% | +16.0% |
| 5Y | +133.8% | +349.7% | -215.9% | +1.5% |
| 10Y | +777.5% | +1,061.2% | -283.7% | +142.4% |
| All | +13,444.1% | +10,240.0% | +3,204.2% | +1,426.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded APH 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling