+109.8%
AAPL vs BWA
+89.5%
+20.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +2.3% | -5.6% | +7.8% | +3.7% |
| 3M | +8.6% | -10.7% | +19.3% | +11.5% |
| 6M | +21.6% | +23.2% | -1.6% | +12.8% |
| YTD | +16.3% | +46.0% | -29.7% | +0.9% |
| 1Y | +35.1% | +51.2% | -16.1% | +15.4% |
| 3Y | +79.4% | +69.6% | +9.8% | +42.5% |
| 5Y | +109.8% | +86.6% | +23.3% | +49.4% |
| All | +109.8% | +89.5% | +20.4% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling