+1,298.3%
AAPL vs ALM
+2,079.4%
-781.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.6% | -0.5% |
| 7D | +5.0% | -6.3% | +11.3% | +5.1% |
| 30D | +3.5% | -31.4% | +34.9% | +4.3% |
| 3M | +13.1% | -40.6% | +53.6% | +14.0% |
| 6M | +19.0% | -58.6% | +77.7% | +20.7% |
| YTD | +28.5% | -7.6% | +36.1% | +27.8% |
| 1Y | +29.7% | +13.8% | +15.9% | +28.2% |
| 3Y | +89.2% | +842.1% | -752.9% | +77.4% |
| 5Y | +141.2% | +407.4% | -266.2% | +127.0% |
| All | +1,298.3% | +2,079.4% | -781.1% | +1,176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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