+84.5%
AAPL vs BG
+20.1%
+64.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.5% |
| 7D | -0.5% | +3.7% | -4.2% | -0.9% |
| 30D | +7.1% | +12.3% | -5.2% | +5.8% |
| 3M | +12.1% | -2.2% | +14.3% | +12.4% |
| 6M | +25.4% | +5.3% | +20.1% | +24.2% |
| YTD | +20.5% | +42.4% | -22.0% | +13.2% |
| 1Y | +44.5% | +55.2% | -10.7% | +33.4% |
| All | +84.5% | +20.1% | +64.5% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling