+14,476.4%
AAPL vs CMG
+3,903.3%
+10,573.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.4% |
| 7D | -3.0% | -6.5% | +3.5% | -1.2% |
| 30D | +2.3% | +12.1% | -9.8% | -1.0% |
| 3M | +8.6% | +20.6% | -12.0% | +2.1% |
| 6M | +21.6% | +2.1% | +19.5% | +19.1% |
| YTD | +16.3% | -2.6% | +18.9% | +15.1% |
| 1Y | +35.1% | -8.7% | +43.7% | +34.7% |
| 3Y | +79.4% | -7.4% | +86.8% | +74.5% |
| 5Y | +109.8% | -5.7% | +115.5% | +100.0% |
| 10Y | +1,237.1% | +322.3% | +914.7% | +730.4% |
| All | +14,476.4% | +3,903.3% | +10,573.0% | +4,021.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 all: compounded portfolio wealth divided by compounded CMG 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…
all analysis · Full analysis span regression · 6 months rolling