+2,689.3%
GOOGL vs AG
+445.6%
+2,243.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.0% |
| 7D | -2.3% | +1.0% | -3.3% | -2.4% |
| 30D | -6.6% | +19.2% | -25.7% | -7.8% |
| 3M | -8.9% | +6.2% | -15.1% | -9.7% |
| 6M | +11.9% | -26.7% | +38.6% | +13.4% |
| YTD | +8.3% | +26.1% | -17.8% | +5.2% |
| 1Y | +46.2% | +131.7% | -85.4% | +35.4% |
| 3Y | +151.9% | +255.3% | -103.5% | +121.9% |
| 5Y | +137.7% | +61.9% | +75.8% | +116.4% |
| 10Y | +757.6% | +72.0% | +685.5% | +640.5% |
| All | +2,689.3% | +445.6% | +2,243.6% | +1,624.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling