+455.1%
GOOGL vs ALC
+20.4%
+434.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | -1.9% | -5.3% | +3.4% | +0.3% |
| 30D | -7.5% | -7.1% | -0.4% | -4.7% |
| 3M | -9.2% | +0.8% | -9.9% | -9.9% |
| 6M | +8.1% | -16.0% | +24.0% | +15.1% |
| YTD | +5.8% | -12.7% | +18.6% | +10.5% |
| 1Y | +38.3% | -12.8% | +51.2% | +44.1% |
| 3Y | +144.8% | -15.8% | +160.6% | +149.1% |
| 5Y | +132.5% | -16.7% | +149.2% | +133.5% |
| All | +455.1% | +20.4% | +434.7% | +363.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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