+137.7%
GOOGL vs ALM
+1,033.0%
-895.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.9% | -0.2% |
| 7D | +1.1% | +8.4% | -7.4% | +0.9% |
| 30D | -4.4% | +34.8% | -39.3% | -5.2% |
| 3M | -6.8% | +16.2% | -23.0% | -7.4% |
| 6M | +13.6% | +2.1% | +11.4% | +12.9% |
| YTD | +8.3% | +117.0% | -108.7% | +6.3% |
| 1Y | +44.9% | +313.9% | -268.9% | +40.2% |
| 3Y | +150.5% | +2,327.9% | -2,177.5% | +131.3% |
| 5Y | +137.7% | +1,040.6% | -902.9% | +125.4% |
| All | +137.7% | +1,033.0% | -895.3% | +125.4% |
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