+39.4%
GOOGL vs AA
+55.5%
-16.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +0.8% |
| 7D | -2.8% | -5.4% | +2.6% | -2.6% |
| 30D | -3.2% | -10.7% | +7.5% | -2.7% |
| 3M | -6.6% | -26.2% | +19.6% | -5.2% |
| 6M | +8.5% | -20.9% | +29.4% | +8.6% |
| YTD | +6.5% | -8.6% | +15.1% | +5.3% |
| 1Y | +39.4% | +57.4% | -18.0% | +33.8% |
| All | +39.4% | +55.5% | -16.1% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling