+132.5%
GOOGL vs AME
+83.9%
+48.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.9% |
| 7D | -1.9% | +1.3% | -3.2% | -2.5% |
| 30D | -7.5% | -6.6% | -0.9% | -4.2% |
| 3M | -9.2% | +3.0% | -12.1% | -11.3% |
| 6M | +8.1% | +5.3% | +2.8% | +4.0% |
| YTD | +5.8% | +15.4% | -9.6% | -3.7% |
| 1Y | +38.3% | +26.8% | +11.5% | +18.8% |
| 3Y | +144.8% | +56.5% | +88.2% | +75.5% |
| 5Y | +132.5% | +85.2% | +47.3% | +41.6% |
| All | +132.5% | +83.9% | +48.6% | +41.6% |
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