+148.5%
GOOG vs APH
+289.3%
-140.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -2.1% | +5.0% | -7.1% | -3.5% |
| 30D | -6.8% | -3.9% | -3.0% | -6.0% |
| 3M | -9.1% | +13.0% | -22.1% | -13.0% |
| 6M | +10.7% | +25.2% | -14.4% | +1.7% |
| YTD | +7.1% | +22.9% | -15.9% | -3.3% |
| 1Y | +44.6% | +47.8% | -3.2% | +20.7% |
| All | +148.5% | +289.3% | -140.7% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling