+97.3%
GOOG vs ALAB
+322.1%
-224.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.7% |
| 7D | +3.0% | +16.3% | -13.3% | +1.6% |
| 30D | -14.9% | -26.1% | +11.2% | -13.0% |
| 3M | -14.9% | -31.3% | +16.4% | -12.9% |
| 6M | -26.6% | -1.0% | -25.6% | -28.4% |
| YTD | -6.6% | +33.3% | -39.9% | -13.0% |
| 1Y | +5.1% | +53.5% | -48.5% | -4.2% |
| All | +97.3% | +322.1% | -224.8% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling