+38.3%
GOOGL vs ALM
+312.4%
-274.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.9% | -2.1% |
| 7D | -1.9% | +3.6% | -5.5% | -2.0% |
| 30D | -7.5% | +33.8% | -41.3% | -8.7% |
| 3M | -9.2% | +14.8% | -23.9% | -10.0% |
| 6M | +8.1% | -7.0% | +15.0% | +7.0% |
| YTD | +5.8% | +108.1% | -102.2% | +4.8% |
| 1Y | +38.3% | +313.8% | -275.4% | +25.0% |
| All | +38.3% | +312.4% | -274.0% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling