+11,349.2%
GOOGL vs ALB
+752.2%
+10,597.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +1.8% | +9.1% | -7.3% | -0.6% |
| 30D | -18.8% | -3.4% | -15.3% | -18.0% |
| 3M | -20.3% | -20.6% | +0.3% | -15.8% |
| 6M | -28.4% | -48.2% | +19.8% | -16.0% |
| YTD | -8.8% | -29.2% | +20.4% | -4.0% |
| 1Y | +0.3% | +10.0% | -9.7% | -7.1% |
| 3Y | +120.7% | -12.9% | +133.6% | +97.3% |
| 5Y | +93.1% | -61.3% | +154.4% | +108.8% |
| 10Y | +636.1% | +35.8% | +600.3% | +363.1% |
| All | +11,349.2% | +752.2% | +10,597.0% | +3,484.4% |
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