+1,433.4%
GOOG vs ALM
+7,705.7%
-6,272.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | -2.1% | -2.6% | +0.5% | -2.1% |
| 30D | -6.8% | +32.0% | -38.8% | -6.9% |
| 3M | -9.1% | -15.0% | +6.0% | -9.1% |
| 6M | +10.7% | -10.1% | +20.8% | +10.7% |
| YTD | +7.1% | +99.4% | -92.4% | +6.9% |
| 1Y | +44.6% | +316.4% | -271.7% | +44.2% |
| 3Y | +147.4% | +2,022.0% | -1,874.5% | +146.0% |
| 5Y | +133.8% | +941.2% | -807.4% | +132.6% |
| 10Y | +777.5% | +2,950.3% | -2,172.8% | +771.1% |
| All | +1,433.4% | +7,705.7% | -6,272.3% | +1,412.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling