+1,367.3%
AAPL vs CAG
-37.3%
+1,404.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +4.1% | -3.3% | +7.5% | +4.8% |
| 30D | +4.0% | +7.7% | -3.7% | +2.4% |
| 3M | +16.8% | -3.2% | +20.0% | +17.2% |
| 6M | +19.4% | +7.0% | +12.4% | +17.3% |
| YTD | +31.5% | -9.0% | +40.5% | +32.7% |
| 1Y | +31.0% | -9.6% | +40.6% | +32.3% |
| 3Y | +95.3% | -36.0% | +131.3% | +109.2% |
| 5Y | +143.4% | -40.9% | +184.2% | +163.7% |
| All | +1,367.3% | -37.3% | +1,404.6% | +1,365.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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