+746.7%
GOOGL vs ALM
+3,082.3%
-2,335.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.9% | -2.2% |
| 7D | -1.9% | +3.6% | -5.5% | -1.9% |
| 30D | -7.5% | +33.8% | -41.3% | -8.0% |
| 3M | -9.2% | +14.8% | -23.9% | -9.6% |
| 6M | +8.1% | -7.0% | +15.0% | +7.7% |
| YTD | +5.8% | +108.1% | -102.2% | +4.2% |
| 1Y | +38.3% | +313.8% | -275.4% | +34.5% |
| 3Y | +144.8% | +2,227.6% | -2,082.9% | +129.4% |
| 5Y | +132.5% | +956.6% | -824.1% | +119.8% |
| 10Y | +746.7% | +3,082.3% | -2,335.6% | +673.7% |
| All | +746.7% | +3,082.3% | -2,335.6% | +673.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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