+137.7%
GOOGL vs ALB
-43.6%
+181.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | +1.1% | -4.4% | +5.5% | +1.8% |
| 30D | -4.4% | -1.2% | -3.3% | -4.4% |
| 3M | -6.8% | -13.3% | +6.5% | -4.9% |
| 6M | +13.6% | -19.8% | +33.3% | +16.4% |
| YTD | +8.3% | -7.9% | +16.2% | +7.2% |
| 1Y | +44.9% | +60.2% | -15.2% | +27.1% |
| 3Y | +150.5% | -26.4% | +176.9% | +144.6% |
| 5Y | +137.7% | -42.5% | +180.3% | +136.7% |
| All | +137.7% | -43.6% | +181.3% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling