+137.7%
GOOGL vs ALC
-15.6%
+153.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.7% |
| 7D | +1.1% | -3.7% | +4.7% | +2.5% |
| 30D | -4.4% | -3.7% | -0.7% | -3.2% |
| 3M | -6.8% | +4.6% | -11.4% | -8.8% |
| 6M | +13.6% | -14.6% | +28.2% | +19.8% |
| YTD | +8.3% | -11.9% | +20.2% | +12.4% |
| 1Y | +44.9% | -13.1% | +58.1% | +50.9% |
| 3Y | +150.5% | -15.0% | +165.5% | +152.3% |
| 5Y | +137.7% | -16.2% | +153.9% | +137.5% |
| All | +137.7% | -15.6% | +153.4% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling