+109.8%
AAPL vs AME
+83.9%
+25.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | -3.0% | +1.3% | -4.3% | -3.7% |
| 30D | +2.3% | -6.6% | +8.9% | +5.9% |
| 3M | +8.6% | +3.0% | +5.7% | +5.9% |
| 6M | +21.6% | +5.3% | +16.3% | +16.3% |
| YTD | +16.3% | +15.4% | +0.9% | +5.0% |
| 1Y | +35.1% | +26.8% | +8.2% | +14.4% |
| 3Y | +79.4% | +56.5% | +22.9% | +26.4% |
| 5Y | +109.8% | +85.2% | +24.6% | +24.7% |
| All | +109.8% | +83.9% | +25.9% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling