+13,507.3%
GOOGL vs APH
+10,240.0%
+3,267.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | -2.3% | +5.0% | -7.2% | -4.5% |
| 30D | -6.6% | -3.9% | -2.7% | -5.2% |
| 3M | -8.9% | +13.0% | -21.9% | -15.4% |
| 6M | +11.9% | +25.2% | -13.3% | -2.4% |
| YTD | +8.3% | +22.9% | -14.6% | -6.8% |
| 1Y | +46.2% | +47.8% | -1.6% | +14.1% |
| 3Y | +151.9% | +283.0% | -131.2% | +18.0% |
| 5Y | +137.7% | +349.7% | -211.9% | +3.1% |
| 10Y | +757.6% | +1,061.2% | -303.7% | +137.0% |
| All | +13,507.3% | +10,240.0% | +3,267.3% | +1,433.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded APH 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling