+692.8%
GOOGL vs AA
+42.1%
+650.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | +3.9% | +0.5% | +3.4% | +3.7% |
| 30D | -14.9% | -0.6% | -14.3% | -14.9% |
| 3M | -14.6% | -19.7% | +5.1% | -11.6% |
| 6M | -26.4% | -41.6% | +15.1% | -20.5% |
| YTD | -5.3% | -24.6% | +19.3% | -3.2% |
| 1Y | +6.5% | +4.9% | +1.6% | +2.4% |
| 3Y | +126.0% | +66.8% | +59.2% | +92.3% |
| 5Y | +100.8% | -19.4% | +120.2% | +85.2% |
| All | +692.8% | +42.1% | +650.7% | +467.7% |
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