+100.9%
AAPL vs ALAB
+333.4%
-232.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | -0.1% |
| 7D | +3.2% | +26.9% | -23.7% | +1.9% |
| 30D | +4.1% | -30.0% | +34.1% | +5.6% |
| 3M | +17.5% | -28.5% | +46.0% | +18.7% |
| 6M | +20.6% | +11.4% | +9.1% | +16.7% |
| YTD | +31.0% | +36.9% | -5.9% | +23.4% |
| 1Y | +30.2% | +44.4% | -14.1% | +21.6% |
| All | +100.9% | +333.4% | -232.4% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 10y: compounded portfolio wealth divided by compounded ALAB 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…
10y analysis · Full analysis span regression · 6 months rolling