+1,237.1%
AAPL vs ALB
+80.1%
+1,157.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.3% |
| 7D | -3.0% | -8.6% | +5.6% | -1.1% |
| 30D | +2.3% | -4.0% | +6.3% | +3.0% |
| 3M | +8.6% | -17.4% | +26.0% | +12.5% |
| 6M | +21.6% | -25.4% | +46.9% | +27.0% |
| YTD | +16.3% | -10.5% | +26.8% | +15.3% |
| 1Y | +35.1% | +75.8% | -40.8% | +11.8% |
| 3Y | +79.4% | -28.5% | +107.9% | +72.4% |
| 5Y | +109.8% | -45.1% | +154.9% | +106.6% |
| 10Y | +1,237.1% | +87.3% | +1,149.7% | +728.5% |
| All | +1,237.1% | +80.1% | +1,157.0% | +728.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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