+11,791.0%
GOOGL vs AA
-32.0%
+11,823.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +3.9% | +0.5% | +3.4% | +3.7% |
| 30D | -14.9% | -0.6% | -14.3% | -14.9% |
| 3M | -14.6% | -19.7% | +5.1% | -10.9% |
| 6M | -26.4% | -41.6% | +15.1% | -19.0% |
| YTD | -5.3% | -24.6% | +19.3% | -2.6% |
| 1Y | +6.5% | +4.9% | +1.6% | +1.6% |
| 3Y | +126.0% | +66.8% | +59.2% | +84.9% |
| 5Y | +100.8% | -19.4% | +120.2% | +80.9% |
| 10Y | +673.8% | +43.1% | +630.7% | +409.0% |
| All | +11,791.0% | -32.0% | +11,823.0% | +7,429.7% |
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