+111.5%
GOOGL vs AS
+123.4%
-11.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +3.9% | -4.9% | +8.7% | +4.6% |
| 30D | -14.9% | +3.9% | -18.8% | -15.5% |
| 3M | -14.6% | -9.6% | -4.9% | -13.4% |
| 6M | -26.4% | -8.7% | -17.8% | -25.6% |
| YTD | -5.3% | -19.8% | +14.5% | -2.8% |
| 1Y | +6.5% | -1.5% | +8.0% | +6.3% |
| All | +111.5% | +123.4% | -11.9% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling