+133.0%
AAPL vs COMP
-17.6%
+150.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.7% | -11.3% | -1.8% |
| 7D | -0.7% | +13.4% | -14.1% | -2.2% |
| 30D | +1.7% | +11.1% | -9.4% | +0.2% |
| 3M | +9.7% | -18.8% | +28.5% | +11.8% |
| 6M | +19.3% | +10.5% | +8.8% | +16.7% |
| YTD | +26.3% | -3.4% | +29.7% | +23.9% |
| 1Y | +27.4% | +19.7% | +7.7% | +21.7% |
| 3Y | +93.6% | +381.6% | -288.0% | +46.9% |
| All | +133.0% | -17.6% | +150.6% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling