+93.4%
GOOG vs APP
+307.1%
-213.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | 0.0% |
| 7D | +2.9% | +79.2% | -76.3% | -6.6% |
| 30D | -17.8% | +48.0% | -65.8% | -23.2% |
| 3M | -19.0% | +18.2% | -37.3% | -21.9% |
| 6M | -27.9% | -12.5% | -15.4% | -28.0% |
| YTD | -8.7% | -39.2% | +30.5% | -5.4% |
| 1Y | +2.5% | -33.9% | +36.4% | +4.5% |
| 3Y | +119.2% | +933.3% | -814.0% | +23.3% |
| 5Y | +93.4% | +295.9% | -202.4% | +15.1% |
| All | +93.4% | +307.1% | -213.7% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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