+105.5%
GOOGL vs AS
+137.8%
-32.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | 0.0% |
| 7D | +2.6% | +4.5% | -1.9% | +1.9% |
| 30D | -18.3% | +13.2% | -31.5% | -19.9% |
| 3M | -19.6% | -11.9% | -7.7% | -18.1% |
| 6M | -28.2% | -11.6% | -16.6% | -27.0% |
| YTD | -8.0% | -14.7% | +6.7% | -6.5% |
| 1Y | -0.7% | +5.7% | -6.4% | -1.9% |
| All | +105.5% | +137.8% | -32.2% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling