+3,368.5%
AAPL vs BAH
+886.2%
+2,482.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.2% |
| 7D | +0.1% | -3.2% | +3.3% | +0.9% |
| 30D | +3.0% | +2.0% | +1.0% | +2.4% |
| 3M | +2.9% | -7.6% | +10.5% | +4.4% |
| 6M | +22.1% | -5.7% | +27.8% | +22.4% |
| YTD | +18.0% | -11.7% | +29.7% | +19.0% |
| 1Y | +33.9% | -27.4% | +61.3% | +41.4% |
| 3Y | +71.2% | -32.5% | +103.7% | +76.4% |
| 5Y | +112.6% | -3.3% | +115.9% | +92.1% |
| 10Y | +1,198.8% | +186.0% | +1,012.8% | +791.2% |
| All | +3,368.5% | +886.2% | +2,482.3% | +1,667.4% |
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