+44.6%
GOOG vs AU
+100.5%
-55.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -2.1% | -3.6% | +1.5% | -1.7% |
| 30D | -6.8% | +23.9% | -30.7% | -9.3% |
| 3M | -9.1% | +19.1% | -28.2% | -11.2% |
| 6M | +10.7% | -0.2% | +10.9% | +9.2% |
| YTD | +7.1% | +32.5% | -25.4% | +1.6% |
| 1Y | +44.6% | +96.9% | -52.3% | +28.5% |
| All | +44.6% | +100.5% | -55.8% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling