+702.3%
GOOG vs AA
+42.1%
+660.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | +3.0% | +0.5% | +2.5% | +2.9% |
| 30D | -14.9% | -0.6% | -14.3% | -14.8% |
| 3M | -14.9% | -19.7% | +4.8% | -12.0% |
| 6M | -26.6% | -41.6% | +15.0% | -20.7% |
| YTD | -6.6% | -24.6% | +18.0% | -4.5% |
| 1Y | +5.1% | +4.9% | +0.2% | +1.1% |
| 3Y | +121.0% | +66.8% | +54.1% | +88.1% |
| 5Y | +97.3% | -19.4% | +116.7% | +82.0% |
| All | +702.3% | +42.1% | +660.2% | +474.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling