+2,676.3%
GOOG vs AG
+445.6%
+2,230.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.9% |
| 7D | -2.1% | +1.0% | -3.2% | -2.2% |
| 30D | -6.8% | +19.2% | -26.0% | -8.1% |
| 3M | -9.1% | +6.2% | -15.2% | -9.8% |
| 6M | +10.7% | -26.7% | +37.4% | +12.2% |
| YTD | +7.1% | +26.1% | -19.1% | +4.0% |
| 1Y | +44.6% | +131.7% | -87.0% | +33.9% |
| 3Y | +147.4% | +255.3% | -107.9% | +117.8% |
| 5Y | +133.8% | +61.9% | +71.9% | +112.7% |
| 10Y | +777.5% | +72.0% | +705.5% | +656.5% |
| All | +2,676.3% | +445.6% | +2,230.7% | +1,612.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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