+101.1%
GOOGL vs AME
+77.7%
+23.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +3.9% | +5.9% | -2.0% | +0.9% |
| 30D | -14.9% | -1.9% | -13.0% | -14.5% |
| 3M | -14.6% | -5.4% | -9.2% | -12.7% |
| 6M | -26.4% | +4.9% | -31.4% | -29.4% |
| YTD | -5.3% | +18.5% | -23.8% | -15.7% |
| 1Y | +6.5% | +25.5% | -19.0% | -8.3% |
| 3Y | +126.0% | +63.0% | +63.0% | +56.5% |
| All | +101.1% | +77.7% | +23.4% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling