+141.2%
AAPL vs AA
-10.5%
+151.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | 0.0% |
| 7D | +5.0% | +1.2% | +3.8% | +4.8% |
| 30D | +3.5% | -5.0% | +8.5% | +4.2% |
| 3M | +13.1% | -22.2% | +35.3% | +16.9% |
| 6M | +19.0% | -36.3% | +55.4% | +26.0% |
| YTD | +28.5% | -24.2% | +52.7% | +30.7% |
| 1Y | +29.7% | +3.9% | +25.8% | +24.3% |
| 3Y | +89.2% | +67.6% | +21.7% | +59.5% |
| 5Y | +141.2% | -8.8% | +150.0% | +129.9% |
| All | +141.2% | -10.5% | +151.7% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 5y: compounded portfolio wealth divided by compounded AA 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…
5y analysis · Full analysis span regression · 6 months rolling