+772.7%
GOOG vs BA
+70.0%
+702.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | 0.0% | -1.6% |
| 7D | -1.6% | -1.2% | -0.4% | -1.3% |
| 30D | -7.7% | -11.3% | +3.7% | -4.8% |
| 3M | -9.3% | -3.8% | -5.5% | -8.7% |
| 6M | +7.4% | -8.3% | +15.7% | +9.4% |
| YTD | +4.9% | -4.9% | +9.8% | +5.5% |
| 1Y | +37.2% | -10.1% | +47.3% | +39.4% |
| 3Y | +141.6% | -2.3% | +143.9% | +133.0% |
| 5Y | +128.8% | -3.5% | +132.3% | +114.6% |
| 10Y | +772.7% | +74.6% | +698.2% | +600.4% |
| All | +772.7% | +70.0% | +702.7% | +600.4% |
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