+1,276.0%
AAPL vs C
+229.8%
+1,046.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | 0.0% | +1.5% |
| 7D | +3.7% | -0.9% | +4.6% | +4.0% |
| 30D | +4.2% | -5.4% | +9.6% | +6.2% |
| 3M | +12.0% | -9.2% | +21.2% | +15.7% |
| 6M | +19.8% | -1.8% | +21.6% | +19.5% |
| YTD | +29.3% | +6.7% | +22.7% | +24.2% |
| 1Y | +31.1% | +23.5% | +7.6% | +18.9% |
| 3Y | +94.9% | +219.8% | -124.9% | +20.5% |
| 5Y | +138.1% | +112.4% | +25.6% | +68.7% |
| 10Y | +1,276.0% | +220.1% | +1,055.9% | +824.2% |
| All | +1,276.0% | +229.8% | +1,046.2% | +824.2% |
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