+13,507.3%
GOOGL vs AA
-14.7%
+13,522.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | -2.3% | -0.7% | -1.6% | -2.1% |
| 30D | -6.6% | +5.0% | -11.5% | -7.8% |
| 3M | -8.9% | -35.8% | +26.9% | -0.9% |
| 6M | +11.9% | -18.4% | +30.3% | +14.4% |
| YTD | +8.3% | -5.5% | +13.8% | +6.6% |
| 1Y | +46.2% | +61.0% | -14.8% | +26.6% |
| 3Y | +151.9% | +66.2% | +85.7% | +106.0% |
| 5Y | +137.7% | +11.4% | +126.3% | +97.7% |
| 10Y | +757.6% | +116.9% | +640.7% | +409.4% |
| All | +13,507.3% | -14.7% | +13,522.0% | +8,135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling