+9,866.4%
AAPL vs ACM
+230.8%
+9,635.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +0.1% | -3.7% | +3.8% | +1.3% |
| 30D | +3.0% | -11.1% | +14.1% | +6.6% |
| 3M | +2.9% | -8.0% | +10.9% | +5.1% |
| 6M | +22.1% | -29.7% | +51.8% | +35.6% |
| YTD | +18.0% | -29.4% | +47.4% | +30.3% |
| 1Y | +33.9% | -46.4% | +80.4% | +61.6% |
| 3Y | +71.2% | -22.3% | +93.5% | +79.5% |
| 5Y | +112.6% | +4.5% | +108.1% | +100.2% |
| 10Y | +1,198.8% | +127.6% | +1,071.1% | +776.1% |
| All | +9,866.4% | +230.8% | +9,635.6% | +4,997.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling