+1,210.4%
AAPL vs B
+186.6%
+1,023.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -2.7% | +2.3% | -5.1% | -3.0% |
| 30D | +1.0% | +1.4% | -0.3% | +0.7% |
| 3M | +5.0% | +12.2% | -7.2% | +3.3% |
| 6M | +23.0% | -2.1% | +25.2% | +22.6% |
| YTD | +16.6% | +2.9% | +13.7% | +15.2% |
| 1Y | +33.4% | +55.3% | -21.9% | +25.3% |
| 3Y | +79.9% | +198.7% | -118.8% | +55.6% |
| 5Y | +109.0% | +153.8% | -44.8% | +81.7% |
| 10Y | +1,210.4% | +193.4% | +1,017.0% | +1,042.1% |
| All | +1,210.4% | +186.6% | +1,023.9% | +1,042.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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