+4.4%
GOOGL vs M
+36.6%
-32.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.6% | -4.4% | +2.4% |
| 7D | -11.1% | +8.3% | -19.3% | -11.9% |
| 30D | -16.6% | +14.2% | -30.8% | -18.0% |
| 3M | -23.4% | -1.1% | -22.3% | -23.5% |
| 6M | -24.5% | +36.6% | -61.1% | -27.2% |
| YTD | -7.5% | +19.8% | -27.3% | -10.6% |
| 1Y | +4.4% | +37.2% | -32.8% | -1.0% |
| All | +4.4% | +36.6% | -32.2% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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