+1,254.4%
AAPL vs BWA
+153.1%
+1,101.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.4% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +7.1% | -5.5% | +12.6% | +8.7% |
| 3M | +12.1% | -7.6% | +19.7% | +14.2% |
| 6M | +25.4% | +25.0% | +0.5% | +15.2% |
| YTD | +20.5% | +47.0% | -26.5% | +3.5% |
| 1Y | +44.5% | +54.0% | -9.5% | +21.8% |
| 3Y | +85.8% | +70.7% | +15.1% | +46.6% |
| 5Y | +124.8% | +86.7% | +38.1% | +66.9% |
| All | +1,254.4% | +153.1% | +1,101.3% | +787.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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