+10,755.3%
AAPL vs ACM
+252.7%
+10,502.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +5.0% | +6.6% | -1.6% | +2.8% |
| 30D | +3.5% | +19.8% | -16.2% | -2.6% |
| 3M | +13.1% | -3.1% | +16.2% | +13.5% |
| 6M | +19.0% | -11.5% | +30.5% | +22.3% |
| YTD | +28.5% | -24.7% | +53.2% | +38.6% |
| 1Y | +29.7% | -45.1% | +74.8% | +55.0% |
| 3Y | +89.2% | -8.9% | +98.1% | +87.8% |
| 5Y | +141.2% | +5.4% | +135.8% | +126.4% |
| 10Y | +1,306.6% | +131.1% | +1,175.5% | +846.6% |
| All | +10,755.3% | +252.7% | +10,502.6% | +5,320.9% |
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 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