+1,367.3%
AAPL vs AME
+444.5%
+922.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.1% |
| 7D | +4.1% | +5.9% | -1.7% | +0.8% |
| 30D | +4.0% | -1.9% | +5.9% | +4.4% |
| 3M | +16.8% | -5.4% | +22.2% | +19.3% |
| 6M | +19.4% | +4.9% | +14.5% | +13.9% |
| YTD | +31.5% | +18.5% | +13.0% | +15.7% |
| 1Y | +31.0% | +25.5% | +5.5% | +11.1% |
| 3Y | +95.3% | +63.0% | +32.3% | +36.2% |
| 5Y | +143.4% | +78.3% | +65.0% | +58.9% |
| All | +1,367.3% | +444.5% | +922.9% | +482.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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