+146.8%
GOOG vs ALM
+2,327.9%
-2,181.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.8% | -0.1% |
| 7D | +1.1% | +8.4% | -7.3% | +0.9% |
| 30D | -5.1% | +34.8% | -39.9% | -5.6% |
| 3M | -7.1% | +16.2% | -23.3% | -7.5% |
| 6M | +12.7% | +2.1% | +10.5% | +12.2% |
| YTD | +7.1% | +117.0% | -109.9% | +6.3% |
| 1Y | +43.6% | +313.9% | -270.3% | +41.8% |
| 3Y | +146.8% | +2,327.9% | -2,181.2% | +151.4% |
| All | +146.8% | +2,327.9% | -2,181.2% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling