+39.7%
GOOG vs AU
+72.0%
-32.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | 0.0% | -4.3% | +4.3% | +0.5% |
| 30D | -2.0% | +7.3% | -9.3% | -2.9% |
| 3M | -5.9% | +26.3% | -32.2% | -8.8% |
| 6M | +8.9% | +1.8% | +7.1% | +7.4% |
| YTD | +7.1% | +26.8% | -19.7% | +1.9% |
| 1Y | +39.7% | +66.7% | -27.0% | +24.4% |
| All | +39.7% | +72.0% | -32.3% | +24.4% |
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