+100.8%
GOOG vs AS
+134.9%
-34.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +2.1% | +6.9% | -4.9% | +1.0% |
| 30D | -18.3% | +16.0% | -34.3% | -20.2% |
| 3M | -20.3% | -12.8% | -7.5% | -18.7% |
| 6M | -28.1% | -15.4% | -12.7% | -26.4% |
| YTD | -9.3% | -15.7% | +6.4% | -7.6% |
| 1Y | -0.2% | +6.1% | -6.3% | -1.5% |
| All | +100.8% | +134.9% | -34.0% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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