+1,230.0%
GOOG vs AR
-30.5%
+1,260.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -3.9% | 0.0% |
| 7D | +2.4% | -5.8% | +8.1% | +2.8% |
| 30D | -18.1% | +4.8% | -22.9% | -18.4% |
| 3M | -19.9% | +1.5% | -21.4% | -20.1% |
| 6M | -28.2% | +4.7% | -32.9% | -28.6% |
| YTD | -9.0% | +9.2% | -18.2% | -10.2% |
| 1Y | -1.7% | +11.2% | -12.9% | -3.1% |
| 3Y | +114.5% | +46.2% | +68.3% | +105.1% |
| 5Y | +96.2% | +98.1% | -1.9% | +81.4% |
| 10Y | +654.4% | +54.5% | +599.8% | +571.7% |
| All | +1,230.0% | -30.5% | +1,260.5% | +1,166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling