-26.0%
GOOG vs APH
+26.5%
-52.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.2% | -7.5% | +0.2% |
| 7D | +2.9% | +1.1% | +1.8% | +2.5% |
| 30D | -17.8% | -7.5% | -10.3% | -17.8% |
| 3M | -19.0% | -4.4% | -14.6% | -19.3% |
| All | -26.0% | +26.5% | -52.5% | -26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling