+2,082.7%
GOOGL vs AMCR
+97.2%
+1,985.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.5% | -1.6% |
| 7D | -1.9% | -6.3% | +4.4% | -0.4% |
| 30D | -7.5% | -7.1% | -0.3% | -5.9% |
| 3M | -9.2% | +12.7% | -21.8% | -11.8% |
| 6M | +8.1% | +5.2% | +2.9% | +6.3% |
| YTD | +5.8% | +8.1% | -2.2% | +3.0% |
| 1Y | +38.3% | +11.7% | +26.6% | +33.3% |
| 3Y | +144.8% | +9.9% | +134.8% | +133.3% |
| 5Y | +132.5% | -8.7% | +141.2% | +132.4% |
| 10Y | +746.7% | +16.8% | +729.9% | +674.9% |
| All | +2,082.7% | +97.2% | +1,985.5% | +1,940.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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