+750.9%
GOOGL vs AR
+45.1%
+705.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +1.1% | -1.8% | +2.9% | +1.2% |
| 30D | -4.4% | +12.6% | -17.0% | -5.3% |
| 3M | -6.8% | +10.0% | -16.8% | -7.6% |
| 6M | +13.6% | +0.6% | +12.9% | +13.1% |
| YTD | +8.3% | +13.4% | -5.1% | +6.8% |
| 1Y | +44.9% | +21.7% | +23.2% | +41.8% |
| 3Y | +150.5% | +45.8% | +104.6% | +139.4% |
| 5Y | +137.7% | +144.3% | -6.5% | +117.0% |
| 10Y | +750.9% | +41.8% | +709.1% | +715.4% |
| All | +750.9% | +45.1% | +705.8% | +715.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling