+4,229.8%
GOOG vs AAL
-34.9%
+4,264.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | -5.1% | -19.0% | +14.0% | -2.2% |
| 3M | -7.1% | -5.1% | -2.0% | -6.7% |
| 6M | +12.7% | +15.5% | -2.8% | +9.8% |
| YTD | +7.1% | -15.8% | +22.9% | +8.8% |
| 1Y | +43.6% | -0.3% | +43.9% | +41.9% |
| 3Y | +146.8% | -7.7% | +154.4% | +139.9% |
| 5Y | +133.7% | -32.5% | +166.2% | +132.7% |
| 10Y | +773.3% | -66.0% | +839.3% | +772.6% |
| All | +4,229.8% | -34.9% | +4,264.8% | +2,599.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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