+13,507.3%
GOOGL vs ALB
+980.6%
+12,526.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +0.1% |
| 7D | -2.3% | -8.1% | +5.8% | -0.2% |
| 30D | -6.6% | +6.3% | -12.8% | -8.3% |
| 3M | -8.9% | -23.6% | +14.6% | -3.1% |
| 6M | +11.9% | -24.6% | +36.5% | +17.9% |
| YTD | +8.3% | -10.3% | +18.6% | +7.5% |
| 1Y | +46.2% | +61.5% | -15.3% | +21.2% |
| 3Y | +151.9% | -34.0% | +185.8% | +146.9% |
| 5Y | +137.7% | -44.6% | +182.3% | +132.3% |
| 10Y | +757.6% | +76.1% | +681.5% | +403.5% |
| All | +13,507.3% | +980.6% | +12,526.6% | +3,914.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling