+13,444.1%
GOOG vs APH
+4,710.4%
+8,733.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -47.8% | +47.8% | +20.0% |
| 7D | -0.6% | -48.7% | +48.1% | +20.1% |
| 30D | -6.8% | -51.9% | +45.1% | +15.8% |
| 3M | -9.1% | -43.6% | +34.5% | +3.5% |
| 6M | +10.7% | -37.5% | +48.2% | +18.5% |
| YTD | +7.1% | -38.6% | +45.7% | +12.9% |
| 1Y | +44.6% | -26.3% | +71.0% | +38.5% |
| 3Y | +147.4% | +89.2% | +58.2% | +42.9% |
| 5Y | +133.8% | +119.8% | +14.0% | +25.7% |
| 10Y | +777.5% | +454.3% | +323.3% | +203.5% |
| All | +13,444.1% | +4,710.4% | +8,733.8% | +1,830.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling