+109.0%
AAPL vs ACM
+4.8%
+104.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -2.7% | -0.3% | -2.5% | -2.6% |
| 30D | +1.0% | -12.9% | +13.9% | +5.6% |
| 3M | +5.0% | -6.4% | +11.3% | +6.6% |
| 6M | +23.0% | -29.2% | +52.3% | +38.3% |
| YTD | +16.6% | -29.9% | +46.6% | +30.8% |
| 1Y | +33.4% | -47.3% | +80.7% | +67.7% |
| 3Y | +79.9% | -19.6% | +99.5% | +80.0% |
| 5Y | +109.0% | +5.5% | +103.5% | +81.9% |
| All | +109.0% | +4.8% | +104.2% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling