+150.5%
GOOG vs APP
+465.0%
-314.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | +0.1% |
| 7D | +2.4% | +61.1% | -58.7% | -5.2% |
| 30D | -18.1% | +42.8% | -60.9% | -22.9% |
| 3M | -19.9% | +16.7% | -36.5% | -22.5% |
| 6M | -28.2% | -15.6% | -12.6% | -27.9% |
| YTD | -9.0% | -41.3% | +32.3% | -5.4% |
| 1Y | -1.7% | -39.3% | +37.6% | +1.4% |
| 3Y | +114.5% | +803.2% | -688.7% | +29.0% |
| 5Y | +96.2% | +313.2% | -217.0% | +16.9% |
| All | +150.5% | +465.0% | -314.5% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling