+140.1%
GOOGL vs AGG
-2.6%
+142.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | 0.0% | -1.1% | +1.1% | +0.8% |
| 30D | -1.4% | -1.1% | -0.3% | -0.5% |
| 3M | -5.3% | -1.9% | -3.4% | -3.9% |
| 6M | +9.8% | -1.7% | +11.5% | +11.4% |
| YTD | +8.4% | -1.3% | +9.7% | +9.6% |
| 1Y | +41.2% | -0.7% | +41.9% | +42.3% |
| 3Y | +149.6% | +12.5% | +137.1% | +126.4% |
| All | +140.1% | -2.6% | +142.7% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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