+11.9%
GOOGL vs META
-6.1%
+18.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | -2.3% | +6.7% | -9.0% | -4.3% |
| 30D | -6.6% | +4.8% | -11.3% | -8.0% |
| 3M | -8.9% | -1.6% | -7.3% | -9.1% |
| 6M | +11.9% | -7.5% | +19.3% | +12.4% |
| All | +11.9% | -6.1% | +18.0% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside META.
Daily Out/Under-Performance
Portfolio return minus META return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × META 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 6mo: compounded portfolio wealth divided by compounded META 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…
6mo analysis · Full analysis span regression · 6 months rolling