-1.7%
GOOG vs BA
-11.5%
+9.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +2.4% | 0.0% | +2.3% | +2.4% |
| 30D | -18.1% | -8.9% | -9.2% | -16.6% |
| 3M | -19.9% | -25.5% | +5.6% | -14.5% |
| 6M | -28.2% | -27.0% | -1.2% | -23.4% |
| YTD | -9.0% | -20.1% | +11.1% | -6.3% |
| 1Y | -1.7% | -11.0% | +9.3% | +2.3% |
| All | -1.7% | -11.5% | +9.8% | +2.3% |
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 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