+1,223.1%
GOOGL vs AR
-33.4%
+1,256.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | +1.8% | -14.3% | +16.0% | +2.9% |
| 30D | -18.8% | +1.4% | -20.2% | -18.9% |
| 3M | -20.3% | +3.4% | -23.7% | -20.7% |
| 6M | -28.4% | -2.1% | -26.3% | -28.5% |
| YTD | -8.8% | +4.7% | -13.5% | -9.7% |
| 1Y | +0.3% | +10.6% | -10.3% | -1.2% |
| 3Y | +120.7% | +24.6% | +96.1% | +113.6% |
| 5Y | +93.1% | +71.9% | +21.2% | +80.5% |
| 10Y | +636.1% | +46.4% | +589.7% | +556.1% |
| All | +1,223.1% | -33.4% | +1,256.5% | +1,157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling