+109.0%
AAPL vs AA
+17.0%
+92.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.7% |
| 7D | -2.7% | +1.7% | -4.4% | -3.0% |
| 30D | +1.0% | +3.3% | -2.3% | +0.4% |
| 3M | +5.0% | -29.4% | +34.4% | +9.9% |
| 6M | +23.0% | -12.8% | +35.9% | +23.8% |
| YTD | +16.6% | -2.1% | +18.8% | +14.5% |
| 1Y | +33.4% | +62.8% | -29.3% | +19.3% |
| 3Y | +79.9% | +90.5% | -10.6% | +50.4% |
| 5Y | +109.0% | +19.1% | +89.9% | +90.2% |
| All | +109.0% | +17.0% | +92.0% | +90.2% |
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