+109.4%
AAPL vs B
+153.8%
-44.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.3% |
| 7D | +0.1% | -1.6% | +1.7% | +0.2% |
| 30D | +3.0% | +9.4% | -6.5% | +1.7% |
| 3M | +2.9% | +5.0% | -2.1% | +2.0% |
| 6M | +22.1% | -3.5% | +25.6% | +21.8% |
| YTD | +18.0% | +4.5% | +13.6% | +16.1% |
| 1Y | +33.9% | +67.8% | -33.8% | +23.7% |
| 3Y | +71.2% | +196.7% | -125.5% | +46.3% |
| All | +109.4% | +153.8% | -44.4% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling