+82.6%
AAPL vs ALM
+2,118.4%
-2,035.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.5% |
| 7D | +0.1% | -2.6% | +2.7% | +0.1% |
| 30D | +3.0% | +32.0% | -29.0% | +2.2% |
| 3M | +2.9% | -15.0% | +17.9% | +3.1% |
| 6M | +22.1% | -10.1% | +32.2% | +21.8% |
| YTD | +18.0% | +99.4% | -81.4% | +15.5% |
| 1Y | +33.9% | +316.4% | -282.4% | +28.2% |
| All | +82.6% | +2,118.4% | -2,035.8% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling