+3.6%
GOOG vs AR
+14.7%
-11.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.3% | +9.5% | +2.7% |
| 7D | -10.7% | -11.1% | +0.4% | -11.6% |
| 30D | -16.4% | +7.9% | -24.3% | -15.7% |
| 3M | -23.4% | +4.9% | -28.3% | -22.8% |
| 6M | -24.2% | -5.3% | -18.9% | -23.8% |
| YTD | -8.3% | +8.6% | -16.9% | -9.1% |
| 1Y | +3.6% | +13.7% | -10.1% | +2.4% |
| All | +3.6% | +14.7% | -11.1% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling