+132.5%
GOOGL vs AAL
-32.3%
+164.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -1.9% | -1.3% | -0.6% | -1.6% |
| 30D | -7.5% | -13.7% | +6.3% | -4.4% |
| 3M | -9.2% | -8.2% | -1.0% | -7.9% |
| 6M | +8.1% | +13.1% | -5.0% | +4.1% |
| YTD | +5.8% | -15.6% | +21.4% | +8.1% |
| 1Y | +38.3% | +1.4% | +36.9% | +34.7% |
| 3Y | +144.8% | -7.4% | +152.2% | +129.6% |
| 5Y | +132.5% | -35.9% | +168.5% | +124.9% |
| All | +132.5% | -32.3% | +164.8% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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