+11,908.8%
GOOGL vs AME
+3,119.3%
+8,789.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | +5.7% | +8.1% | -2.4% | +1.5% |
| 30D | -15.6% | -3.8% | -11.8% | -14.3% |
| 3M | -13.0% | -6.6% | -6.4% | -10.6% |
| 6M | -22.8% | +4.6% | -27.4% | -25.6% |
| YTD | -4.4% | +17.9% | -22.3% | -13.7% |
| 1Y | +4.5% | +23.2% | -18.8% | -7.9% |
| 3Y | +127.4% | +62.9% | +64.5% | +69.1% |
| 5Y | +102.8% | +77.5% | +25.3% | +44.1% |
| 10Y | +681.5% | +444.7% | +236.8% | +204.1% |
| All | +11,908.8% | +3,119.3% | +8,789.5% | +1,807.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling