+1,210.4%
AAPL vs CAPR
-77.1%
+1,287.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -1.1% |
| 7D | -2.7% | -9.5% | +6.8% | -2.6% |
| 30D | +1.0% | +121.5% | -120.5% | -0.3% |
| 3M | +5.0% | -65.4% | +70.3% | +5.4% |
| 6M | +23.0% | -67.5% | +90.6% | +23.6% |
| YTD | +16.6% | -68.6% | +85.2% | +17.1% |
| 1Y | +33.4% | +42.7% | -9.3% | +26.7% |
| 3Y | +79.9% | +43.4% | +36.5% | +66.0% |
| 5Y | +109.0% | +86.0% | +23.0% | +89.3% |
| 10Y | +1,210.4% | -77.4% | +1,287.8% | +1,035.4% |
| All | +1,210.4% | -77.1% | +1,287.6% | +1,035.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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