+1,278.0%
AAPL vs BG
+166.7%
+1,111.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.1% |
| 7D | +3.8% | +3.1% | +0.7% | +3.2% |
| 30D | +9.9% | +10.2% | -0.3% | +7.7% |
| 3M | +12.5% | -1.7% | +14.2% | +12.5% |
| 6M | +27.6% | +1.0% | +26.6% | +26.4% |
| YTD | +22.6% | +39.9% | -17.4% | +12.7% |
| 1Y | +45.0% | +53.2% | -8.2% | +30.1% |
| 3Y | +87.8% | +16.3% | +71.5% | +76.2% |
| 5Y | +128.7% | +83.9% | +44.8% | +89.0% |
| All | +1,278.0% | +166.7% | +1,111.3% | +883.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling