+1,210.4%
AAPL vs C
+289.2%
+921.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -2.7% | +3.2% | -5.9% | -3.9% |
| 30D | +1.0% | +1.3% | -0.3% | +0.4% |
| 3M | +5.0% | +3.1% | +1.8% | +3.2% |
| 6M | +23.0% | +29.6% | -6.6% | +10.7% |
| YTD | +16.6% | +19.0% | -2.3% | +7.9% |
| 1Y | +33.4% | +45.6% | -12.2% | +14.0% |
| 3Y | +79.9% | +269.3% | -189.4% | +5.6% |
| 5Y | +109.0% | +131.6% | -22.6% | +43.8% |
| 10Y | +1,210.4% | +286.5% | +923.9% | +679.6% |
| All | +1,210.4% | +289.2% | +921.2% | +679.6% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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