+767.4%
GOOG vs ALM
+2,776.7%
-2,009.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.2% | +0.8% |
| 7D | -2.5% | -7.1% | +4.6% | -2.4% |
| 30D | -3.6% | +24.7% | -28.3% | -4.1% |
| 3M | -6.4% | +8.3% | -14.7% | -6.7% |
| 6M | +7.8% | -22.2% | +29.9% | +7.8% |
| YTD | +5.5% | +88.1% | -82.6% | +4.0% |
| 1Y | +38.3% | +272.4% | -234.1% | +34.6% |
| 3Y | +143.1% | +2,004.1% | -1,861.0% | +128.3% |
| 5Y | +135.0% | +915.8% | -780.8% | +122.4% |
| All | +767.4% | +2,776.7% | -2,009.3% | +693.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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