+3,755.1%
AAPL vs BAH
+1,077.1%
+2,678.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +1.8% | -1.6% | +3.3% | +2.1% |
| 30D | +4.3% | +18.0% | -13.7% | +0.1% |
| 3M | +16.6% | +11.4% | +5.2% | +13.3% |
| 6M | +21.6% | +17.7% | +3.9% | +15.8% |
| YTD | +31.2% | +5.4% | +25.8% | +26.5% |
| 1Y | +29.6% | +2.8% | +26.8% | +25.4% |
| 3Y | +93.1% | -26.7% | +119.8% | +96.2% |
| 5Y | +146.2% | +8.1% | +138.2% | +117.7% |
| 10Y | +1,326.9% | +202.5% | +1,124.3% | +862.1% |
| All | +3,755.1% | +1,077.1% | +2,678.0% | +1,777.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 all: compounded portfolio wealth divided by compounded BAH 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…
all analysis · Full analysis span regression · 6 months rolling