+33.9%
AAPL vs BAX
+9.9%
+24.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.6% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | +3.0% | -5.5% | +8.4% | +3.6% |
| 3M | +2.9% | +33.5% | -30.6% | -0.8% |
| 6M | +22.1% | +35.9% | -13.8% | +16.8% |
| YTD | +18.0% | +35.4% | -17.3% | +14.3% |
| 1Y | +33.9% | +9.8% | +24.2% | +28.2% |
| All | +33.9% | +9.9% | +24.0% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling