+702.3%
GOOG vs APH
+926.5%
-224.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.1% |
| 7D | +3.0% | +4.9% | -1.9% | +0.5% |
| 30D | -14.9% | -5.4% | -9.5% | -13.5% |
| 3M | -14.9% | -5.5% | -9.4% | -14.3% |
| 6M | -26.6% | +25.9% | -52.5% | -37.8% |
| YTD | -6.6% | +16.4% | -23.0% | -20.9% |
| 1Y | +5.1% | +16.5% | -11.4% | -11.4% |
| 3Y | +121.0% | +270.9% | -149.9% | -17.3% |
| 5Y | +97.3% | +289.5% | -192.2% | -29.2% |
| All | +702.3% | +926.5% | -224.1% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling