+136.8%
GOOGL vs ABCL
-41.3%
+178.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | -2.3% | +0.7% | -3.0% | -2.4% |
| 30D | -6.6% | +93.1% | -99.6% | -13.8% |
| 3M | -8.9% | +79.4% | -88.4% | -15.9% |
| 6M | +11.9% | +214.9% | -203.0% | -3.8% |
| YTD | +8.3% | +234.2% | -225.9% | -8.2% |
| 1Y | +46.2% | +174.8% | -128.6% | +25.7% |
| 3Y | +151.9% | +104.5% | +47.4% | +114.4% |
| All | +136.8% | -41.3% | +178.1% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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