+193.2%
AAPL vs COMP
-49.2%
+242.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.7% | -3.3% | +1.8% |
| 7D | +3.7% | +14.5% | -10.9% | +2.0% |
| 30D | +4.2% | +14.9% | -10.7% | +2.3% |
| 3M | +12.0% | -14.2% | +26.2% | +13.4% |
| 6M | +19.8% | +23.7% | -4.0% | +15.8% |
| YTD | +29.3% | +2.1% | +27.3% | +26.2% |
| 1Y | +31.1% | +26.2% | +4.9% | +24.7% |
| 3Y | +94.9% | +470.9% | -376.0% | +46.5% |
| 5Y | +138.1% | -14.0% | +152.1% | +105.2% |
| All | +193.2% | -49.2% | +242.5% | +154.6% |
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