+13,507.3%
GOOGL vs B
+224.8%
+13,282.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -2.3% | -1.6% | -0.7% | -2.2% |
| 30D | -6.6% | +9.4% | -16.0% | -7.3% |
| 3M | -8.9% | +5.0% | -13.9% | -9.5% |
| 6M | +11.9% | -3.5% | +15.4% | +11.7% |
| YTD | +8.3% | +4.5% | +3.9% | +7.3% |
| 1Y | +46.2% | +67.8% | -21.6% | +39.0% |
| 3Y | +151.9% | +196.7% | -44.8% | +127.3% |
| 5Y | +137.7% | +151.9% | -14.2% | +115.5% |
| 10Y | +757.6% | +202.2% | +555.4% | +656.4% |
| All | +13,507.3% | +224.8% | +13,282.5% | +10,856.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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