+129.6%
GOOGL vs ALAB
+449.6%
-319.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +0.6% |
| 7D | +1.1% | +3.2% | -2.1% | +0.7% |
| 30D | -4.4% | -13.6% | +9.1% | -3.4% |
| 3M | -6.8% | -16.6% | +9.8% | -6.3% |
| 6M | +13.6% | +142.3% | -128.8% | +1.8% |
| YTD | +8.3% | +73.6% | -65.3% | -0.6% |
| 1Y | +44.9% | +33.7% | +11.3% | +35.2% |
| All | +129.6% | +449.6% | -319.9% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling