+95.3%
GOOGL vs ALM
+441.7%
-346.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.1% | -6.9% | +1.0% |
| 7D | +3.3% | +0.7% | +2.5% | +3.2% |
| 30D | -18.1% | -26.1% | +8.0% | -17.5% |
| 3M | -18.6% | -38.1% | +19.5% | -17.8% |
| 6M | -28.0% | -55.4% | +27.4% | -27.0% |
| YTD | -7.8% | -0.4% | -7.4% | -7.8% |
| 1Y | +3.6% | +25.4% | -21.7% | +3.0% |
| 3Y | +123.4% | +907.8% | -784.4% | +112.2% |
| 5Y | +95.3% | +440.2% | -344.8% | +89.0% |
| All | +95.3% | +441.7% | -346.3% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling