+613.7%
GOOGL vs APH
+896.9%
-283.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -1.2% |
| 7D | +1.8% | -5.9% | +7.7% | +4.2% |
| 30D | -18.8% | -14.8% | -3.9% | -12.9% |
| 3M | -20.3% | -12.4% | -7.9% | -16.5% |
| 6M | -28.4% | +8.1% | -36.4% | -34.3% |
| YTD | -8.8% | +10.9% | -19.8% | -20.9% |
| 1Y | +0.3% | +8.8% | -8.5% | -12.3% |
| 3Y | +120.7% | +262.1% | -141.3% | -17.1% |
| 5Y | +93.1% | +283.1% | -190.0% | -30.8% |
| All | +613.7% | +896.9% | -283.1% | +33.9% |
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