+11,697.7%
GOOGL vs BAX
+129.7%
+11,568.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +1.6% | -0.6% | +2.2% | +1.8% |
| 30D | -16.8% | +6.3% | -23.1% | -18.5% |
| 3M | -14.6% | -4.6% | -10.0% | -13.4% |
| 6M | -24.4% | +50.4% | -74.8% | -35.0% |
| YTD | -6.1% | +38.0% | -44.1% | -18.1% |
| 1Y | +1.0% | +44.6% | -43.6% | -13.7% |
| 3Y | +123.4% | -15.1% | +138.6% | +117.4% |
| 5Y | +103.2% | -63.3% | +166.5% | +177.3% |
| 10Y | +667.7% | -34.4% | +702.1% | +681.3% |
| All | +11,697.7% | +129.7% | +11,568.1% | +8,853.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling