+135.0%
GOOG vs AA
+5.3%
+129.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.3% |
| 7D | -2.5% | -5.4% | +2.9% | -1.7% |
| 30D | -3.6% | -10.7% | +7.1% | -2.1% |
| 3M | -6.4% | -26.2% | +19.7% | -2.5% |
| 6M | +7.8% | -20.9% | +28.7% | +10.0% |
| YTD | +5.5% | -8.6% | +14.1% | +4.5% |
| 1Y | +38.3% | +57.4% | -19.1% | +23.7% |
| 3Y | +143.1% | +77.8% | +65.3% | +105.5% |
| 5Y | +135.0% | +2.7% | +132.3% | +117.4% |
| All | +135.0% | +5.3% | +129.7% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling