+2,425.2%
GOOGL vs CAPR
-99.1%
+2,524.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.9% | +9.7% | -0.1% |
| 7D | +2.6% | +7.6% | -5.0% | +2.5% |
| 30D | -18.3% | +13.3% | -31.6% | -18.5% |
| 3M | -19.6% | +130.4% | -150.0% | -20.8% |
| 6M | -28.2% | -70.8% | +42.6% | -27.8% |
| YTD | -8.0% | -69.3% | +61.3% | -7.7% |
| 1Y | -0.7% | +59.5% | -60.2% | -5.7% |
| 3Y | +118.8% | +216.8% | -98.0% | +102.0% |
| 5Y | +98.9% | +152.7% | -53.9% | +82.6% |
| 10Y | +643.6% | -68.2% | +711.8% | +560.3% |
| All | +2,425.2% | -99.1% | +2,524.3% | +2,093.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling