+465.4%
GOOG vs ALC
+24.0%
+441.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.2% |
| 7D | -2.1% | -2.1% | 0.0% | -1.3% |
| 30D | -6.8% | -0.1% | -6.7% | -6.9% |
| 3M | -9.1% | +5.9% | -15.0% | -11.7% |
| 6M | +10.7% | -15.9% | +26.6% | +17.9% |
| YTD | +7.1% | -10.1% | +17.2% | +10.4% |
| 1Y | +44.6% | -10.2% | +54.8% | +48.7% |
| 3Y | +147.4% | -13.6% | +161.0% | +149.1% |
| 5Y | +133.8% | -15.1% | +148.9% | +133.1% |
| All | +465.4% | +24.0% | +441.4% | +367.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 all: compounded portfolio wealth divided by compounded ALC 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…
all analysis · Full analysis span regression · 6 months rolling