+99.9%
GOOG vs ALB
-61.7%
+161.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.8% |
| 7D | +1.2% | +1.1% | +0.1% | +0.9% |
| 30D | -16.7% | -2.6% | -14.1% | -16.3% |
| 3M | -15.2% | -25.6% | +10.3% | -11.1% |
| 6M | -24.8% | -54.0% | +29.3% | -14.6% |
| YTD | -7.2% | -31.6% | +24.4% | -3.6% |
| 1Y | -0.1% | -6.6% | +6.4% | -2.6% |
| 3Y | +118.8% | -14.0% | +132.8% | +99.7% |
| 5Y | +99.9% | -62.5% | +162.5% | +118.1% |
| All | +99.9% | -61.7% | +161.7% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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