+667.7%
GOOGL vs APA
+4.1%
+663.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.7% |
| 7D | +1.6% | +5.1% | -3.5% | +1.0% |
| 30D | -16.8% | +0.3% | -17.1% | -17.0% |
| 3M | -14.6% | +15.6% | -30.2% | -16.5% |
| 6M | -24.4% | +28.9% | -53.3% | -27.4% |
| YTD | -6.1% | +96.6% | -102.6% | -15.7% |
| 1Y | +1.0% | +95.5% | -94.5% | -9.4% |
| 3Y | +123.4% | +41.8% | +81.6% | +103.7% |
| 5Y | +103.2% | +85.4% | +17.8% | +74.2% |
| 10Y | +667.7% | +4.5% | +663.2% | +498.4% |
| All | +667.7% | +4.1% | +663.6% | +498.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling