+103.7%
GOOGL vs AS
+134.9%
-31.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +1.8% | +6.9% | -5.2% | +0.7% |
| 30D | -18.8% | +16.0% | -34.7% | -20.7% |
| 3M | -20.3% | -12.8% | -7.5% | -18.7% |
| 6M | -28.4% | -15.4% | -13.0% | -26.7% |
| YTD | -8.8% | -15.7% | +6.9% | -7.1% |
| 1Y | +0.3% | +6.1% | -5.8% | -1.0% |
| All | +103.7% | +134.9% | -31.2% | +91.8% |
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