+128.3%
GOOGL vs AME
+63.5%
+64.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +5.7% | +8.1% | -2.4% | +3.3% |
| 30D | -15.6% | -3.8% | -11.8% | -14.8% |
| 3M | -13.0% | -6.6% | -6.4% | -11.4% |
| 6M | -22.8% | +4.6% | -27.4% | -24.7% |
| YTD | -4.4% | +17.9% | -22.3% | -10.8% |
| 1Y | +4.5% | +23.2% | -18.8% | -4.0% |
| All | +128.3% | +63.5% | +64.8% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling