+91.9%
GOOG vs APH
+280.5%
-188.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.8% |
| 7D | +2.1% | -5.9% | +8.0% | +4.0% |
| 30D | -18.3% | -14.8% | -3.5% | -13.5% |
| 3M | -20.3% | -12.4% | -7.9% | -17.2% |
| 6M | -28.1% | +8.1% | -36.1% | -33.0% |
| YTD | -9.3% | +10.9% | -20.3% | -19.9% |
| 1Y | -0.2% | +8.8% | -9.0% | -11.1% |
| 3Y | +118.0% | +262.1% | -144.0% | -19.7% |
| All | +91.9% | +280.5% | -188.6% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling