+1,306.6%
AAPL vs CAPR
-68.2%
+1,374.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.9% | +9.3% | -0.5% |
| 7D | +5.0% | +7.6% | -2.6% | +4.9% |
| 30D | +3.5% | +13.3% | -9.8% | +3.3% |
| 3M | +13.1% | +130.4% | -117.3% | +11.4% |
| 6M | +19.0% | -70.8% | +89.8% | +19.7% |
| YTD | +28.5% | -69.3% | +97.8% | +29.0% |
| 1Y | +29.7% | +59.5% | -29.8% | +22.9% |
| 3Y | +89.2% | +216.8% | -127.5% | +71.8% |
| 5Y | +141.2% | +152.7% | -11.5% | +117.2% |
| 10Y | +1,306.6% | -68.2% | +1,374.8% | +1,088.4% |
| All | +1,306.6% | -68.2% | +1,374.8% | +1,088.4% |
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