+10,977.1%
AAPL vs ACM
+250.9%
+10,726.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.2% |
| 7D | +1.8% | +3.0% | -1.3% | +0.7% |
| 30D | +4.3% | +19.7% | -15.4% | -1.9% |
| 3M | +16.6% | +5.3% | +11.3% | +14.0% |
| 6M | +21.6% | -10.8% | +32.4% | +24.6% |
| YTD | +31.2% | -25.1% | +56.3% | +41.7% |
| 1Y | +29.6% | -45.8% | +75.3% | +55.6% |
| 3Y | +93.1% | -9.4% | +102.5% | +92.0% |
| 5Y | +146.2% | +4.8% | +141.4% | +131.6% |
| 10Y | +1,326.9% | +129.8% | +1,197.1% | +862.1% |
| All | +10,977.1% | +250.9% | +10,726.2% | +5,441.4% |
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