+44.5%
AAPL vs BAX
-0.8%
+45.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.4% | +3.7% |
| 7D | -0.5% | -5.4% | +4.9% | +0.1% |
| 30D | +7.1% | -12.4% | +19.5% | +8.7% |
| 3M | +12.1% | +19.1% | -7.0% | +9.5% |
| 6M | +25.4% | +38.6% | -13.2% | +19.9% |
| YTD | +20.5% | +26.7% | -6.3% | +17.7% |
| 1Y | +44.5% | +1.0% | +43.5% | +38.5% |
| All | +44.5% | -0.8% | +45.3% | +38.5% |
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