+37.2%
GOOG vs B
+55.6%
-18.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | -7.7% | +9.5% | -17.2% | -8.7% |
| 3M | -9.3% | +14.3% | -23.6% | -11.0% |
| 6M | +7.4% | -1.9% | +9.3% | +6.8% |
| YTD | +4.9% | +4.1% | +0.8% | +2.2% |
| 1Y | +37.2% | +56.1% | -18.9% | +23.4% |
| All | +37.2% | +55.6% | -18.4% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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