+13,507.3%
GOOGL vs APD
+980.1%
+12,527.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -2.3% | -2.2% | -0.1% | -1.3% |
| 30D | -6.6% | +2.1% | -8.6% | -7.5% |
| 3M | -8.9% | +7.2% | -16.1% | -12.4% |
| 6M | +11.9% | +11.2% | +0.6% | +5.2% |
| YTD | +8.3% | +24.4% | -16.0% | -3.7% |
| 1Y | +46.2% | +6.7% | +39.5% | +38.5% |
| 3Y | +151.9% | +9.2% | +142.6% | +126.9% |
| 5Y | +137.7% | +27.4% | +110.4% | +94.0% |
| 10Y | +757.6% | +164.8% | +592.7% | +358.8% |
| All | +13,507.3% | +980.1% | +12,527.2% | +3,302.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling