+37.2%
GOOG vs AR
+21.2%
+16.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -1.6% | -1.2% | -0.4% | -1.6% |
| 30D | -7.7% | +5.5% | -13.2% | -7.3% |
| 3M | -9.3% | +12.9% | -22.2% | -8.5% |
| 6M | +7.4% | +0.1% | +7.4% | +7.5% |
| YTD | +4.9% | +13.5% | -8.7% | +4.1% |
| 1Y | +37.2% | +21.6% | +15.7% | +37.5% |
| All | +37.2% | +21.2% | +16.1% | +37.5% |
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