+106,288.3%
AAPL vs BG
+1,181.2%
+105,107.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -3.0% | +0.5% | -3.5% | -3.1% |
| 30D | +2.3% | +10.3% | -8.0% | -0.2% |
| 3M | +8.6% | -1.9% | +10.5% | +8.6% |
| 6M | +21.6% | +5.2% | +16.3% | +19.0% |
| YTD | +16.3% | +41.2% | -24.8% | +5.7% |
| 1Y | +35.1% | +50.5% | -15.5% | +20.2% |
| 3Y | +79.4% | +19.9% | +59.5% | +66.2% |
| 5Y | +109.8% | +86.7% | +23.1% | +70.6% |
| 10Y | +1,237.1% | +167.5% | +1,069.6% | +833.5% |
| All | +106,288.3% | +1,181.2% | +105,107.1% | +56,821.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling