+643.6%
GOOGL vs ALB
+34.3%
+609.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +4.0% | +0.6% |
| 7D | +2.6% | +5.3% | -2.6% | +1.5% |
| 30D | -18.3% | -6.3% | -12.0% | -17.2% |
| 3M | -19.6% | -27.4% | +7.8% | -14.7% |
| 6M | -28.2% | -53.1% | +24.9% | -17.4% |
| YTD | -8.0% | -32.3% | +24.3% | -3.5% |
| 1Y | -0.7% | -7.3% | +6.6% | -2.9% |
| 3Y | +118.8% | -14.9% | +133.7% | +101.2% |
| 5Y | +98.9% | -62.0% | +160.9% | +113.6% |
| 10Y | +643.6% | +33.0% | +610.6% | +411.5% |
| All | +643.6% | +34.3% | +609.3% | +411.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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