+13,507.3%
GOOGL vs BAX
+125.2%
+13,382.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | -2.3% | -1.1% | -1.1% | -1.9% |
| 30D | -6.6% | -5.5% | -1.1% | -4.8% |
| 3M | -8.9% | +33.5% | -42.5% | -18.2% |
| 6M | +11.9% | +35.9% | -24.0% | -0.5% |
| YTD | +8.3% | +35.4% | -27.0% | -4.8% |
| 1Y | +46.2% | +9.8% | +36.5% | +36.8% |
| 3Y | +151.9% | -32.7% | +184.6% | +168.8% |
| 5Y | +137.7% | -65.6% | +203.3% | +233.0% |
| 10Y | +757.6% | -34.9% | +792.5% | +773.0% |
| All | +13,507.3% | +125.2% | +13,382.1% | +10,306.5% |
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