+3.6%
GOOG vs A
+24.4%
-20.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.3% | +3.1% |
| 7D | -10.7% | -2.4% | -8.4% | -10.4% |
| 30D | -16.4% | +3.6% | -20.0% | -16.9% |
| 3M | -23.4% | +27.5% | -50.9% | -26.7% |
| 6M | -24.2% | +58.5% | -82.7% | -32.3% |
| YTD | -8.3% | +31.2% | -39.4% | -12.8% |
| 1Y | +3.6% | +22.2% | -18.6% | +3.1% |
| All | +3.6% | +24.4% | -20.8% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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