+1,237.1%
AAPL vs ALL
+359.1%
+878.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.0% | -2.2% | -0.7% | -2.1% |
| 30D | +2.3% | -5.6% | +7.9% | +4.5% |
| 3M | +8.6% | +17.2% | -8.6% | +2.0% |
| 6M | +21.6% | +23.2% | -1.7% | +11.6% |
| YTD | +16.3% | +23.6% | -7.3% | +6.3% |
| 1Y | +35.1% | +29.2% | +5.9% | +20.9% |
| 3Y | +79.4% | +153.8% | -74.5% | +17.1% |
| 5Y | +109.8% | +116.1% | -6.2% | +43.0% |
| 10Y | +1,237.1% | +364.8% | +872.3% | +590.9% |
| All | +1,237.1% | +359.1% | +878.0% | +590.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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