+118.8%
GOOGL vs AA
+67.2%
+51.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.4% |
| 7D | +2.6% | +1.2% | +1.4% | +2.4% |
| 30D | -18.3% | -5.0% | -13.3% | -17.7% |
| 3M | -19.6% | -22.2% | +2.6% | -17.0% |
| 6M | -28.2% | -36.3% | +8.1% | -24.4% |
| YTD | -8.0% | -24.2% | +16.2% | -7.0% |
| 1Y | -0.7% | +3.9% | -4.6% | -5.6% |
| 3Y | +118.8% | +67.6% | +51.2% | +92.2% |
| All | +118.8% | +67.2% | +51.6% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling