+109.0%
AAPL vs ALM
+1,033.0%
-924.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.8% | -10.0% | -1.4% |
| 7D | -2.7% | +8.4% | -11.2% | -3.0% |
| 30D | +1.0% | +34.8% | -33.8% | 0.0% |
| 3M | +5.0% | +16.2% | -11.3% | +4.2% |
| 6M | +23.0% | +2.1% | +20.9% | +22.2% |
| YTD | +16.6% | +117.0% | -100.4% | +13.0% |
| 1Y | +33.4% | +313.9% | -280.4% | +26.1% |
| 3Y | +79.9% | +2,327.9% | -2,248.1% | +57.6% |
| 5Y | +109.0% | +1,040.6% | -931.6% | +88.3% |
| All | +109.0% | +1,033.0% | -924.0% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling