+563.9%
AAPL vs ALC
+20.4%
+543.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -3.0% | -5.3% | +2.3% | -0.7% |
| 30D | +2.3% | -7.1% | +9.4% | +5.5% |
| 3M | +8.6% | +0.8% | +7.8% | +7.9% |
| 6M | +21.6% | -16.0% | +37.5% | +29.8% |
| YTD | +16.3% | -12.7% | +29.1% | +21.7% |
| 1Y | +35.1% | -12.8% | +47.9% | +40.8% |
| 3Y | +79.4% | -15.8% | +95.2% | +85.3% |
| 5Y | +109.8% | -16.7% | +126.5% | +113.5% |
| All | +563.9% | +20.4% | +543.5% | +448.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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