+102.7%
GOOGL vs ALAB
+333.4%
-230.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.1% | +1.9% |
| 7D | +5.7% | +26.9% | -21.2% | +3.5% |
| 30D | -15.6% | -30.0% | +14.4% | -13.4% |
| 3M | -13.0% | -28.5% | +15.6% | -11.3% |
| 6M | -22.8% | +11.4% | -34.2% | -25.6% |
| YTD | -4.4% | +36.9% | -41.3% | -11.1% |
| 1Y | +4.5% | +44.4% | -39.9% | -4.0% |
| All | +102.7% | +333.4% | -230.7% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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