+4.5%
GOOGL vs EMR
+29.8%
-25.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +5.7% | +2.7% | +3.1% | +5.1% |
| 30D | -15.6% | +2.1% | -17.7% | -16.0% |
| 3M | -13.0% | +2.3% | -15.2% | -13.6% |
| 6M | -22.8% | +22.5% | -45.3% | -27.2% |
| YTD | -4.4% | +27.2% | -31.6% | -15.1% |
| 1Y | +4.5% | +28.0% | -23.6% | -7.7% |
| All | +4.5% | +29.8% | -25.3% | -7.7% |
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