+191.4%
AAPL vs COMP
-53.0%
+244.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | +0.2% |
| 7D | +5.0% | +7.2% | -2.2% | +4.1% |
| 30D | +3.5% | +6.4% | -2.9% | +2.5% |
| 3M | +13.1% | -19.4% | +32.5% | +15.3% |
| 6M | +19.0% | +14.6% | +4.5% | +16.0% |
| YTD | +28.5% | -5.5% | +34.0% | +26.5% |
| 1Y | +29.7% | +13.7% | +16.1% | +24.8% |
| 3Y | +89.2% | +409.7% | -320.4% | +44.1% |
| 5Y | +141.2% | -17.0% | +158.2% | +109.3% |
| All | +191.4% | -53.0% | +244.4% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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