+98.9%
GOOGL vs AA
-10.5%
+109.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.6% |
| 6M | -28.2% | -36.3% | +8.1% | -23.8% |
| YTD | -8.0% | -24.2% | +16.2% | -6.4% |
| 1Y | -0.7% | +3.9% | -4.6% | -4.9% |
| 3Y | +118.8% | +67.6% | +51.2% | +84.3% |
| 5Y | +98.9% | -8.8% | +107.7% | +83.1% |
| All | +98.9% | -10.5% | +109.3% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling