+142.1%
GOOGL vs AS
+120.4%
+21.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.7% |
| 7D | -2.3% | -4.9% | +2.6% | -1.5% |
| 30D | -6.6% | -19.6% | +13.0% | -3.3% |
| 3M | -8.9% | -14.4% | +5.4% | -6.8% |
| 6M | +11.9% | -20.1% | +32.0% | +15.4% |
| YTD | +8.3% | -20.9% | +29.3% | +11.7% |
| 1Y | +46.2% | -21.9% | +68.1% | +50.5% |
| All | +142.1% | +120.4% | +21.7% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling