+38.3%
GOOGL vs ALC
-14.0%
+52.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -1.9% | -5.3% | +3.4% | -1.0% |
| 30D | -7.5% | -7.1% | -0.4% | -6.3% |
| 3M | -9.2% | +0.8% | -9.9% | -9.5% |
| 6M | +8.1% | -16.0% | +24.0% | +11.2% |
| YTD | +5.8% | -12.7% | +18.6% | +8.3% |
| 1Y | +38.3% | -12.8% | +51.2% | +40.4% |
| All | +38.3% | -14.0% | +52.3% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling