+635.3%
GOOG vs BA
+31.3%
+604.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +2.9% | -1.7% | +4.6% | +3.3% |
| 30D | -17.8% | -9.5% | -8.3% | -16.0% |
| 3M | -19.0% | -26.5% | +7.4% | -12.9% |
| 6M | -27.9% | -27.4% | -0.5% | -22.4% |
| YTD | -8.7% | -20.6% | +11.9% | -4.3% |
| 1Y | +2.5% | -11.4% | +13.9% | +4.2% |
| 3Y | +119.2% | -10.8% | +130.1% | +115.1% |
| 5Y | +93.4% | -21.9% | +115.4% | +90.7% |
| 10Y | +635.3% | +28.1% | +607.2% | +632.3% |
| All | +635.3% | +31.3% | +604.0% | +632.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling