+4.4%
GOOGL vs EMR
+25.6%
-21.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.7% | +2.7% |
| 7D | -11.1% | +1.6% | -12.7% | -11.4% |
| 30D | -16.6% | +5.0% | -21.6% | -17.5% |
| 3M | -23.4% | +7.7% | -31.1% | -24.8% |
| 6M | -24.5% | +26.8% | -51.3% | -29.2% |
| YTD | -7.5% | +29.9% | -37.4% | -16.4% |
| 1Y | +4.4% | +25.7% | -21.3% | -4.5% |
| All | +4.4% | +25.6% | -21.3% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling