+120.7%
GOOGL vs ALB
-16.8%
+137.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +1.8% | +9.1% | -7.3% | +0.6% |
| 30D | -18.8% | -3.4% | -15.3% | -18.4% |
| 3M | -20.3% | -20.6% | +0.3% | -18.2% |
| 6M | -28.4% | -48.2% | +19.8% | -22.7% |
| YTD | -8.8% | -29.2% | +20.4% | -6.7% |
| 1Y | +0.3% | +10.0% | -9.7% | -4.0% |
| 3Y | +120.7% | -12.9% | +133.6% | +100.8% |
| All | +120.7% | -16.8% | +137.5% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling