+6.5%
GOOGL vs AA
-0.3%
+6.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.9% |
| 7D | +3.9% | +0.5% | +3.4% | +3.8% |
| 30D | -14.9% | -0.6% | -14.3% | -14.9% |
| 3M | -14.6% | -19.7% | +5.1% | -13.9% |
| 6M | -26.4% | -41.6% | +15.1% | -25.2% |
| YTD | -5.3% | -24.6% | +19.3% | -6.2% |
| 1Y | +6.5% | +4.9% | +1.6% | +2.7% |
| All | +6.5% | -0.3% | +6.8% | +2.7% |
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 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