+1,611.5%
GOOGL vs EMB
+127.1%
+1,484.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.2% |
| 7D | +2.6% | +0.5% | +2.1% | +2.3% |
| 30D | -18.3% | +0.9% | -19.2% | -18.9% |
| 3M | -19.6% | -2.1% | -17.5% | -18.3% |
| 6M | -28.2% | -2.2% | -26.0% | -26.9% |
| YTD | -8.0% | -0.6% | -7.4% | -7.4% |
| 1Y | -0.7% | +0.2% | -0.9% | -0.5% |
| 3Y | +118.8% | +29.5% | +89.3% | +82.8% |
| 5Y | +98.9% | +8.0% | +90.9% | +87.3% |
| 10Y | +643.6% | +35.3% | +608.3% | +535.5% |
| All | +1,611.5% | +127.1% | +1,484.3% | +1,207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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