+13,507.3%
GOOGL vs T
+517.1%
+12,990.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | -2.3% | -1.3% | -1.0% | -1.8% |
| 30D | -6.6% | +11.4% | -17.9% | -10.4% |
| 3M | -8.9% | +14.3% | -23.2% | -14.1% |
| 6M | +11.9% | -9.3% | +21.1% | +15.0% |
| YTD | +8.3% | +7.1% | +1.2% | +3.6% |
| 1Y | +46.2% | -9.1% | +55.3% | +49.1% |
| 3Y | +151.9% | +105.3% | +46.5% | +72.1% |
| 5Y | +137.7% | +66.8% | +70.9% | +73.0% |
| 10Y | +757.6% | +66.8% | +690.8% | +496.5% |
| All | +13,507.3% | +517.1% | +12,990.2% | +4,704.2% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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