+700.7%
GOOGL vs APA
+7.0%
+693.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.5% |
| 7D | +5.7% | +9.6% | -3.9% | +4.5% |
| 30D | -15.6% | -0.2% | -15.3% | -15.7% |
| 3M | -13.0% | +19.8% | -32.8% | -15.3% |
| 6M | -22.8% | +30.1% | -52.8% | -25.9% |
| YTD | -4.4% | +100.4% | -104.8% | -14.4% |
| 1Y | +4.5% | +105.2% | -100.8% | -6.9% |
| 3Y | +127.4% | +44.6% | +82.8% | +106.9% |
| 5Y | +102.8% | +88.8% | +14.0% | +73.4% |
| All | +700.7% | +7.0% | +693.7% | +525.7% |
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