-23.4%
GOOGL vs RAM
-38.6%
+15.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -10.3% | +13.5% | +3.5% |
| 7D | -11.1% | -31.3% | +20.2% | -9.7% |
| 30D | -16.6% | -49.4% | +32.8% | -16.5% |
| 3M | -23.4% | -41.4% | +17.9% | -22.9% |
| All | -23.4% | -38.6% | +15.1% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 3mo: compounded portfolio wealth divided by compounded RAM 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…
3mo analysis · Full analysis span regression · Available span rolling