+678.2%
GOOG vs AR
+58.9%
+619.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.9% |
| 7D | +1.2% | +2.1% | -0.9% | +1.0% |
| 30D | -16.7% | +4.5% | -21.2% | -17.0% |
| 3M | -15.2% | +1.0% | -16.2% | -15.4% |
| 6M | -24.8% | +4.4% | -29.2% | -25.2% |
| YTD | -7.2% | +10.9% | -18.1% | -8.5% |
| 1Y | -0.1% | +8.6% | -8.7% | -1.4% |
| 3Y | +118.8% | +48.5% | +70.3% | +108.9% |
| 5Y | +99.9% | +95.7% | +4.2% | +85.0% |
| 10Y | +678.2% | +55.5% | +622.7% | +644.9% |
| All | +678.2% | +58.9% | +619.2% | +644.9% |
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