+2,324.3%
AAPL vs ALM
+7,705.7%
-5,381.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | +2.9% | -15.0% | +17.9% | +2.9% |
| 6M | +22.1% | -10.1% | +32.2% | +22.1% |
| YTD | +18.0% | +99.4% | -81.4% | +18.0% |
| 1Y | +33.9% | +316.4% | -282.4% | +33.9% |
| 3Y | +71.2% | +2,022.0% | -1,950.8% | +71.2% |
| 5Y | +112.6% | +941.2% | -828.6% | +112.6% |
| 10Y | +1,198.8% | +2,950.3% | -1,751.6% | +1,202.0% |
| All | +2,324.3% | +7,705.7% | -5,381.5% | +2,357.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling