+95.6%
GOOGL vs ALAB
+312.6%
-217.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +13.7% | -12.5% | 0.0% |
| 7D | +3.3% | -5.6% | +8.9% | +3.5% |
| 30D | -18.1% | -36.6% | +18.6% | -15.3% |
| 3M | -18.6% | -35.1% | +16.5% | -16.4% |
| 6M | -28.0% | +8.5% | -36.6% | -30.5% |
| YTD | -7.8% | +30.4% | -38.1% | -13.9% |
| 1Y | +3.6% | +31.0% | -27.4% | -3.9% |
| All | +95.6% | +312.6% | -217.0% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling