+126.2%
GOOG vs ALAB
+454.1%
-327.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +1.3% |
| 7D | 0.0% | -6.2% | +6.2% | +0.5% |
| 30D | -2.0% | -8.7% | +6.7% | -1.4% |
| 3M | -5.9% | -20.7% | +14.9% | -4.9% |
| 6M | +8.9% | +133.5% | -124.6% | -2.0% |
| YTD | +7.1% | +75.1% | -67.9% | -1.8% |
| 1Y | +39.7% | +25.0% | +14.6% | +31.3% |
| All | +126.2% | +454.1% | -327.8% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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