+150.5%
GOOGL vs AA
+89.1%
+61.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | -0.5% |
| 7D | +1.1% | +1.7% | -0.6% | +0.8% |
| 30D | -4.4% | +3.3% | -7.8% | -5.0% |
| 3M | -6.8% | -29.4% | +22.6% | -2.5% |
| 6M | +13.6% | -12.8% | +26.4% | +14.0% |
| YTD | +8.3% | -2.1% | +10.4% | +6.0% |
| 1Y | +44.9% | +62.8% | -17.8% | +28.4% |
| 3Y | +150.5% | +90.5% | +60.0% | +112.9% |
| All | +150.5% | +89.1% | +61.3% | +112.9% |
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 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