+686.6%
GOOGL vs APH
+940.6%
-254.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.5% |
| 7D | +1.6% | +0.4% | +1.2% | +0.9% |
| 30D | -16.8% | -8.0% | -8.8% | -14.3% |
| 3M | -14.6% | -5.0% | -9.6% | -14.1% |
| 6M | -24.4% | +29.9% | -54.3% | -37.1% |
| YTD | -6.1% | +18.0% | -24.0% | -21.0% |
| 1Y | +1.0% | +11.3% | -10.3% | -12.3% |
| 3Y | +123.4% | +274.9% | -151.5% | -17.1% |
| 5Y | +103.2% | +300.6% | -197.4% | -28.6% |
| All | +686.6% | +940.6% | -254.0% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling