+1,237.1%
AAPL vs ALM
+3,082.3%
-1,845.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | -0.2% |
| 7D | -3.0% | +3.6% | -6.6% | -3.0% |
| 30D | +2.3% | +33.8% | -31.5% | +1.6% |
| 3M | +8.6% | +14.8% | -6.2% | +8.1% |
| 6M | +21.6% | -7.0% | +28.5% | +21.2% |
| YTD | +16.3% | +108.1% | -91.7% | +13.8% |
| 1Y | +35.1% | +313.8% | -278.7% | +29.9% |
| 3Y | +79.4% | +2,227.6% | -2,148.2% | +64.6% |
| 5Y | +109.8% | +956.6% | -846.8% | +94.5% |
| 10Y | +1,237.1% | +3,082.3% | -1,845.2% | +1,104.9% |
| All | +1,237.1% | +3,082.3% | -1,845.2% | +1,104.9% |
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