+142.4%
AAPL vs BAX
-64.3%
+206.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.3% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | +4.1% | +3.4% | +0.7% | +3.2% |
| 3M | +17.5% | -4.5% | +22.0% | +18.2% |
| 6M | +20.6% | +44.0% | -23.4% | +11.1% |
| YTD | +31.0% | +34.9% | -3.9% | +21.5% |
| 1Y | +30.2% | +37.9% | -7.7% | +20.1% |
| 3Y | +92.9% | -17.1% | +109.9% | +92.4% |
| 5Y | +142.4% | -64.3% | +206.7% | +224.3% |
| All | +142.4% | -64.3% | +206.7% | +224.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling