+126.0%
GOOGL vs BA
-15.7%
+141.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.9% | -1.1% | +5.0% | +4.0% |
| 30D | -14.9% | -7.1% | -7.8% | -14.0% |
| 3M | -14.6% | -25.5% | +11.0% | -9.9% |
| 6M | -26.4% | -28.7% | +2.3% | -22.1% |
| YTD | -5.3% | -21.0% | +15.7% | -1.9% |
| 1Y | +6.5% | -11.9% | +18.3% | +8.2% |
| 3Y | +126.0% | -16.2% | +142.2% | +121.2% |
| All | +126.0% | -15.7% | +141.8% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 3y: compounded portfolio wealth divided by compounded BA 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…
3y analysis · Full analysis span regression · 6 months rolling