+21.6%
AAPL vs BE
-22.3%
+43.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +13.0% | -10.9% | +2.2% |
| 7D | +1.8% | +4.5% | -2.8% | +1.7% |
| 30D | +4.3% | -20.1% | +24.4% | +3.8% |
| 3M | +16.6% | -0.8% | +17.5% | +16.5% |
| 6M | +21.6% | -26.2% | +47.8% | +21.8% |
| All | +21.6% | -22.3% | +43.9% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 6mo: compounded portfolio wealth divided by compounded BE 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…
6mo analysis · Full analysis span regression · 6 months rolling