+740.7%
GOOGL vs AA
+123.1%
+617.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.4% |
| 7D | -2.8% | -5.4% | +2.6% | -2.0% |
| 30D | -3.2% | -10.7% | +7.5% | -1.5% |
| 3M | -6.6% | -26.2% | +19.6% | -2.4% |
| 6M | +8.5% | -20.9% | +29.4% | +11.0% |
| YTD | +6.5% | -8.6% | +15.1% | +5.6% |
| 1Y | +39.4% | +57.4% | -18.0% | +24.6% |
| 3Y | +146.2% | +77.8% | +68.4% | +107.5% |
| 5Y | +138.3% | +2.7% | +135.7% | +110.1% |
| All | +740.7% | +123.1% | +617.6% | +482.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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