+150.5%
GOOGL vs AG
+272.3%
-121.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +1.1% | +4.5% | -3.4% | +0.7% |
| 30D | -4.4% | +12.9% | -17.3% | -5.6% |
| 3M | -6.8% | +20.9% | -27.8% | -8.7% |
| 6M | +13.6% | -19.5% | +33.1% | +14.5% |
| YTD | +8.3% | +24.8% | -16.5% | +4.4% |
| 1Y | +44.9% | +120.2% | -75.3% | +31.2% |
| 3Y | +150.5% | +279.0% | -128.5% | +112.0% |
| All | +150.5% | +272.3% | -121.8% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling