+13,193.3%
GOOGL vs AGG
+92.1%
+13,101.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | -7.5% | -0.2% | -7.2% | -7.4% |
| 3M | -9.2% | -0.7% | -8.5% | -9.1% |
| 6M | +8.1% | -1.8% | +9.8% | +8.3% |
| YTD | +5.8% | -0.6% | +6.4% | +6.0% |
| 1Y | +38.3% | +0.4% | +38.0% | +38.4% |
| 3Y | +144.8% | +13.2% | +131.6% | +141.2% |
| 5Y | +132.5% | -2.0% | +134.5% | +125.7% |
| 10Y | +746.7% | +15.1% | +731.6% | +754.1% |
| All | +13,193.3% | +92.1% | +13,101.2% | +13,260.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling