+140.7%
GOOG vs AA
+82.1%
+58.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.8% |
| 7D | -1.6% | -0.6% | -0.9% | -1.5% |
| 30D | -7.7% | -1.6% | -6.1% | -7.6% |
| 3M | -9.3% | -29.8% | +20.5% | -5.0% |
| 6M | +7.4% | -16.6% | +24.1% | +8.6% |
| YTD | +4.9% | -4.0% | +8.9% | +2.9% |
| 1Y | +37.2% | +63.5% | -26.3% | +21.2% |
| All | +140.7% | +82.1% | +58.6% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling