+11,453.7%
GOOGL vs RF
+85.5%
+11,368.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +2.6% | +0.3% | +2.3% | +2.6% |
| 30D | -18.3% | +6.2% | -24.5% | -19.3% |
| 3M | -19.6% | -7.8% | -11.7% | -18.4% |
| 6M | -28.2% | +5.9% | -34.1% | -29.2% |
| YTD | -8.0% | +9.0% | -17.0% | -9.9% |
| 1Y | -0.7% | +19.3% | -19.9% | -4.4% |
| 3Y | +118.8% | +116.4% | +2.4% | +85.8% |
| 5Y | +98.9% | +46.0% | +52.8% | +79.7% |
| 10Y | +643.6% | +239.8% | +403.8% | +448.4% |
| All | +11,453.7% | +85.5% | +11,368.2% | +8,329.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 all: compounded portfolio wealth divided by compounded RF 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…
all analysis · Full analysis span regression · 6 months rolling