+780.7%
GOOG vs AR
+41.9%
+738.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.7% |
| 7D | 0.0% | -2.5% | +2.5% | +0.2% |
| 30D | -2.0% | +2.5% | -4.5% | -2.2% |
| 3M | -5.9% | +12.3% | -18.2% | -6.8% |
| 6M | +8.9% | -3.1% | +12.0% | +8.8% |
| YTD | +7.1% | +11.5% | -4.4% | +5.7% |
| 1Y | +39.7% | +17.0% | +22.7% | +37.1% |
| 3Y | +145.8% | +47.3% | +98.5% | +134.8% |
| 5Y | +138.6% | +141.2% | -2.6% | +117.9% |
| All | +780.7% | +41.9% | +738.8% | +737.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling