+138.3%
GOOGL vs A
-16.6%
+154.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | -2.8% | -4.6% | +1.8% | -1.2% |
| 30D | -3.2% | -4.3% | +1.1% | -1.9% |
| 3M | -6.6% | +8.9% | -15.6% | -10.1% |
| 6M | +8.5% | +24.5% | -16.1% | -1.6% |
| YTD | +6.5% | +5.8% | +0.7% | +2.7% |
| 1Y | +39.4% | +16.2% | +23.2% | +29.1% |
| 3Y | +146.2% | +28.5% | +117.7% | +106.4% |
| 5Y | +138.3% | -16.3% | +154.7% | +140.0% |
| All | +138.3% | -16.6% | +154.9% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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