+2,274.7%
GOOGL vs AG
+312.9%
+1,961.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | +0.9% |
| 7D | +3.3% | +10.8% | -7.5% | +2.5% |
| 30D | -18.1% | -8.2% | -9.9% | -17.6% |
| 3M | -18.6% | -13.7% | -4.9% | -18.0% |
| 6M | -28.0% | -27.3% | -0.7% | -26.9% |
| YTD | -7.8% | -4.6% | -3.2% | -8.8% |
| 1Y | +3.6% | +39.4% | -35.8% | -0.4% |
| 3Y | +123.4% | +244.1% | -120.8% | +97.5% |
| 5Y | +95.3% | +16.8% | +78.6% | +81.7% |
| 10Y | +622.2% | +71.7% | +550.5% | +525.6% |
| All | +2,274.7% | +312.9% | +1,961.7% | +1,394.8% |
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