+13,444.1%
GOOG vs AA
-14.7%
+13,458.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -6.8% | +5.0% | -11.8% | -8.1% |
| 3M | -9.1% | -35.8% | +26.7% | -1.1% |
| 6M | +10.7% | -18.4% | +29.1% | +13.3% |
| YTD | +7.1% | -5.5% | +12.5% | +5.3% |
| 1Y | +44.6% | +61.0% | -16.3% | +25.2% |
| 3Y | +147.4% | +66.2% | +81.2% | +102.4% |
| 5Y | +133.8% | +11.4% | +122.4% | +94.4% |
| 10Y | +777.5% | +116.9% | +660.6% | +420.7% |
| All | +13,444.1% | -14.7% | +13,458.8% | +8,092.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling