+11,715.7%
GOOG vs AA
-32.0%
+11,747.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 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% | -11.2% |
| 6M | -26.6% | -41.6% | +15.0% | -19.1% |
| YTD | -6.6% | -24.6% | +18.0% | -3.9% |
| 1Y | +5.1% | +4.9% | +0.2% | +0.3% |
| 3Y | +121.0% | +66.8% | +54.1% | +80.8% |
| 5Y | +97.3% | -19.4% | +116.7% | +77.7% |
| 10Y | +683.2% | +43.1% | +640.1% | +414.8% |
| All | +11,715.7% | -32.0% | +11,747.7% | +7,377.4% |
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 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