+92.9%
GOOGL vs APD
+11.0%
+81.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | +1.8% | -3.7% | +5.4% | +2.7% |
| 30D | -18.8% | +9.6% | -28.4% | -20.7% |
| 3M | -20.3% | +1.6% | -22.0% | -20.8% |
| 6M | -28.4% | +2.2% | -30.5% | -29.1% |
| YTD | -8.8% | +25.9% | -34.7% | -15.5% |
| 1Y | +0.3% | +20.1% | -19.9% | -6.0% |
| 3Y | +120.7% | +12.4% | +108.3% | +108.1% |
| All | +92.9% | +11.0% | +81.9% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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