+1,440.6%
GOOGL vs ALM
+7,705.7%
-6,265.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.1% |
| 7D | -2.3% | -2.6% | +0.3% | -2.3% |
| 30D | -6.6% | +32.0% | -38.6% | -6.6% |
| 3M | -8.9% | -15.0% | +6.1% | -8.9% |
| 6M | +11.9% | -10.1% | +22.0% | +11.9% |
| YTD | +8.3% | +99.4% | -91.1% | +8.2% |
| 1Y | +46.2% | +316.4% | -270.1% | +45.8% |
| 3Y | +151.9% | +2,022.0% | -1,870.1% | +150.4% |
| 5Y | +137.7% | +941.2% | -803.5% | +136.5% |
| 10Y | +757.6% | +2,950.3% | -2,192.8% | +751.3% |
| All | +1,440.6% | +7,705.7% | -6,265.1% | +1,419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling