+133.7%
GOOG vs AR
+140.6%
-7.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.1% |
| 7D | +1.1% | -1.8% | +2.9% | +1.3% |
| 30D | -5.1% | +12.6% | -17.6% | -6.3% |
| 3M | -7.1% | +10.0% | -17.1% | -8.2% |
| 6M | +12.7% | +0.6% | +12.0% | +12.0% |
| YTD | +7.1% | +13.4% | -6.3% | +4.7% |
| 1Y | +43.6% | +21.7% | +21.9% | +38.7% |
| 3Y | +146.8% | +45.8% | +100.9% | +129.2% |
| 5Y | +133.7% | +144.3% | -10.6% | +95.7% |
| All | +133.7% | +140.6% | -7.0% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling