+152.6%
GOOGL vs ALC
-13.4%
+166.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | -2.3% | -2.1% | -0.2% | -1.9% |
| 30D | -6.6% | -0.1% | -6.5% | -6.6% |
| 3M | -8.9% | +5.9% | -14.8% | -10.2% |
| 6M | +11.9% | -15.9% | +27.8% | +15.3% |
| YTD | +8.3% | -10.1% | +18.5% | +10.1% |
| 1Y | +46.2% | -10.2% | +56.4% | +48.4% |
| All | +152.6% | -13.4% | +166.0% | +158.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling