+128.8%
GOOG vs ALM
+958.0%
-829.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -2.0% |
| 7D | -1.6% | +3.6% | -5.2% | -1.6% |
| 30D | -7.7% | +33.8% | -41.5% | -8.4% |
| 3M | -9.3% | +14.8% | -24.1% | -9.8% |
| 6M | +7.4% | -7.0% | +14.4% | +7.0% |
| YTD | +4.9% | +108.1% | -103.2% | +3.0% |
| 1Y | +37.2% | +313.8% | -276.6% | +32.6% |
| 3Y | +141.6% | +2,227.6% | -2,086.0% | +122.9% |
| 5Y | +128.8% | +956.6% | -827.9% | +116.6% |
| All | +128.8% | +958.0% | -829.3% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling