+6.5%
GOOGL vs M
+24.3%
-17.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | +3.9% | +7.0% | -3.2% | +3.1% |
| 30D | -14.9% | +8.9% | -23.8% | -15.8% |
| 3M | -14.6% | +4.5% | -19.0% | -15.2% |
| 6M | -26.4% | +36.2% | -62.6% | -28.6% |
| YTD | -5.3% | +15.1% | -20.4% | -8.0% |
| 1Y | +6.5% | +27.4% | -21.0% | +3.2% |
| All | +6.5% | +24.3% | -17.8% | +3.2% |
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