+1,367.3%
AAPL vs BP
+143.9%
+1,223.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +4.1% | +3.8% | +0.3% | +3.2% |
| 30D | +4.0% | -5.3% | +9.3% | +5.2% |
| 3M | +16.8% | +9.3% | +7.5% | +13.9% |
| 6M | +19.4% | +7.2% | +12.2% | +16.4% |
| YTD | +31.5% | +38.0% | -6.5% | +18.8% |
| 1Y | +31.0% | +33.2% | -2.2% | +19.4% |
| 3Y | +95.3% | +50.3% | +45.0% | +69.8% |
| 5Y | +143.4% | +114.1% | +29.3% | +87.8% |
| All | +1,367.3% | +143.9% | +1,223.5% | +1,098.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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