+85.5%
AAPL vs AS
+134.9%
-49.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.7% | +6.9% | -7.6% | -1.8% |
| 30D | +1.7% | +16.0% | -14.3% | -0.9% |
| 3M | +9.7% | -12.8% | +22.5% | +12.0% |
| 6M | +19.3% | -15.4% | +34.7% | +22.2% |
| YTD | +26.3% | -15.7% | +42.0% | +28.8% |
| 1Y | +27.4% | +6.1% | +21.3% | +24.9% |
| All | +85.5% | +134.9% | -49.4% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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