+45.4%
GILD vs AA
+13.9%
+31.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +4.1% |
| 7D | +9.6% | +0.9% | +8.7% | +9.6% |
| 30D | +20.6% | -6.4% | +27.1% | +21.0% |
| 3M | +29.7% | -13.0% | +42.7% | +30.5% |
| 6M | +33.1% | -34.6% | +67.7% | +35.5% |
| YTD | +44.7% | -23.0% | +67.8% | +46.2% |
| 1Y | +45.4% | +16.0% | +29.4% | +45.5% |
| All | +45.4% | +13.9% | +31.4% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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