+120.7%
GOOGL vs CAPR
+214.7%
-94.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.7% |
| 7D | +1.8% | +41.1% | -39.3% | +1.5% |
| 30D | -18.8% | +11.1% | -29.9% | -18.8% |
| 3M | -20.3% | +115.3% | -135.7% | -20.9% |
| 6M | -28.4% | -73.8% | +45.5% | -28.0% |
| YTD | -8.8% | -68.8% | +60.0% | -8.6% |
| 1Y | +0.3% | +43.3% | -43.0% | -2.5% |
| 3Y | +120.7% | +214.7% | -94.0% | +108.6% |
| All | +120.7% | +214.7% | -94.0% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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