+4.4%
GOOGL vs BAX
+46.0%
-41.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.8% | +2.5% |
| 7D | -11.1% | +4.1% | -15.2% | -11.6% |
| 30D | -16.6% | +9.4% | -26.0% | -17.6% |
| 3M | -23.4% | -6.5% | -17.0% | -22.9% |
| 6M | -24.5% | +59.6% | -84.1% | -28.8% |
| YTD | -7.5% | +38.9% | -46.4% | -10.9% |
| 1Y | +4.4% | +48.0% | -43.6% | +2.1% |
| All | +4.4% | +46.0% | -41.7% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling