+1,250.7%
GOOG vs ALM
+3,289.7%
-2,039.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +1.6% |
| 7D | +4.8% | -4.0% | +8.9% | +4.8% |
| 30D | -15.5% | -30.5% | +15.0% | -15.4% |
| 3M | -13.7% | -46.9% | +33.2% | -13.6% |
| 6M | -23.0% | -65.5% | +42.6% | -22.8% |
| YTD | -5.7% | -13.4% | +7.7% | -5.7% |
| 1Y | +3.0% | +9.8% | -6.8% | +3.0% |
| 3Y | +122.4% | +783.1% | -660.7% | +121.5% |
| 5Y | +99.2% | +378.3% | -279.1% | +98.5% |
| 10Y | +690.8% | +1,942.8% | -1,252.0% | +686.0% |
| All | +1,250.7% | +3,289.7% | -2,039.0% | +1,233.9% |
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 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