+702.3%
GOOG vs AR
+57.4%
+645.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +3.0% | +7.4% | -4.3% | +2.5% |
| 30D | -14.9% | +5.8% | -20.6% | -15.3% |
| 3M | -14.9% | +5.2% | -20.1% | -15.3% |
| 6M | -26.6% | +5.4% | -32.0% | -27.1% |
| YTD | -6.6% | +12.4% | -19.0% | -8.0% |
| 1Y | +5.1% | +12.8% | -7.7% | +3.4% |
| 3Y | +121.0% | +47.2% | +73.8% | +111.0% |
| 5Y | +97.3% | +101.1% | -3.8% | +82.3% |
| All | +702.3% | +57.4% | +645.0% | +672.6% |
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