+667.7%
GOOGL vs AG
+72.5%
+595.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.3% | +2.2% |
| 7D | +1.6% | -4.0% | +5.6% | +1.9% |
| 30D | -16.8% | -13.1% | -3.7% | -16.0% |
| 3M | -14.6% | -22.0% | +7.4% | -13.2% |
| 6M | -24.4% | -37.3% | +12.9% | -22.2% |
| YTD | -6.1% | -11.2% | +5.1% | -6.8% |
| 1Y | +1.0% | +23.9% | -22.9% | -2.6% |
| 3Y | +123.4% | +225.1% | -101.7% | +95.3% |
| 5Y | +103.2% | +7.7% | +95.5% | +87.3% |
| 10Y | +667.7% | +86.9% | +580.8% | +576.3% |
| All | +667.7% | +72.5% | +595.2% | +576.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling