+1,237.1%
AAPL vs ACM
+124.8%
+1,112.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.7% |
| 7D | -3.0% | -3.7% | +0.7% | -1.8% |
| 30D | +2.3% | -12.7% | +15.0% | +6.5% |
| 3M | +8.6% | -9.8% | +18.4% | +11.6% |
| 6M | +21.6% | -31.4% | +53.0% | +36.1% |
| YTD | +16.3% | -32.1% | +48.4% | +30.1% |
| 1Y | +35.1% | -47.8% | +82.9% | +64.6% |
| 3Y | +79.4% | -22.1% | +101.4% | +86.8% |
| 5Y | +109.8% | +1.8% | +108.0% | +98.4% |
| 10Y | +1,237.1% | +132.5% | +1,104.5% | +886.0% |
| All | +1,237.1% | +124.8% | +1,112.3% | +886.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling