+94.5%
AAPL vs ACWI
+75.0%
+19.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.4% |
| 7D | +3.2% | +2.7% | +0.5% | +0.5% |
| 30D | +4.1% | -2.6% | +6.7% | +6.7% |
| 3M | +17.5% | -3.2% | +20.7% | +21.1% |
| 6M | +20.6% | +1.9% | +18.7% | +17.0% |
| YTD | +31.0% | +11.3% | +19.6% | +14.4% |
| 1Y | +30.2% | +11.7% | +18.6% | +13.2% |
| All | +94.5% | +75.0% | +19.5% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 3y: compounded portfolio wealth divided by compounded ACWI 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…
3y analysis · Full analysis span regression · 6 months rolling