+3.6%
GOOG vs BA
-12.3%
+15.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.9% |
| 7D | -10.7% | +5.9% | -16.6% | -11.7% |
| 30D | -16.4% | -8.2% | -8.3% | -15.0% |
| 3M | -23.4% | -25.4% | +2.0% | -18.1% |
| 6M | -24.2% | -20.0% | -4.2% | -20.6% |
| YTD | -8.3% | -18.5% | +10.2% | -5.8% |
| 1Y | +3.6% | -10.6% | +14.2% | +7.1% |
| All | +3.6% | -12.3% | +15.9% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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