+127.8%
AAPL vs BG
+81.8%
+46.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.0% |
| 7D | +3.8% | +3.1% | +0.7% | +3.3% |
| 30D | +9.9% | +10.2% | -0.3% | +8.2% |
| 3M | +12.5% | -1.7% | +14.2% | +12.6% |
| 6M | +27.6% | +1.0% | +26.6% | +26.7% |
| YTD | +22.6% | +39.9% | -17.4% | +14.0% |
| 1Y | +45.0% | +53.2% | -8.2% | +31.9% |
| 3Y | +87.8% | +16.3% | +71.5% | +76.2% |
| All | +127.8% | +81.8% | +46.0% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling