+128.8%
GOOG vs A
-16.2%
+145.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.6% |
| 7D | -1.6% | -4.4% | +2.8% | 0.0% |
| 30D | -7.7% | -2.7% | -5.0% | -7.0% |
| 3M | -9.3% | +7.0% | -16.3% | -12.1% |
| 6M | +7.4% | +24.6% | -17.2% | -2.4% |
| YTD | +4.9% | +7.0% | -2.2% | +0.8% |
| 1Y | +37.2% | +15.6% | +21.6% | +27.5% |
| 3Y | +141.6% | +29.9% | +111.7% | +101.9% |
| 5Y | +128.8% | -15.4% | +144.1% | +129.2% |
| All | +128.8% | -16.2% | +145.0% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling