+109.8%
AAPL vs BAX
-67.6%
+177.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -3.0% | -5.1% | +2.1% | -2.0% |
| 30D | +2.3% | -12.2% | +14.5% | +4.8% |
| 3M | +8.6% | +21.8% | -13.2% | +4.0% |
| 6M | +21.6% | +36.3% | -14.7% | +13.3% |
| YTD | +16.3% | +27.8% | -11.5% | +9.3% |
| 1Y | +35.1% | -0.1% | +35.1% | +33.0% |
| 3Y | +79.4% | -33.3% | +112.7% | +88.3% |
| 5Y | +109.8% | -67.1% | +176.9% | +170.8% |
| All | +109.8% | -67.6% | +177.4% | +170.8% |
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