+109.4%
AAPL vs COMP
-31.2%
+140.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.6% |
| 7D | +0.1% | +1.4% | -1.3% | -0.1% |
| 30D | +3.0% | -13.3% | +16.3% | +4.6% |
| 3M | +2.9% | +41.1% | -38.2% | -1.6% |
| 6M | +22.1% | +17.2% | +4.9% | +18.2% |
| YTD | +18.0% | +5.2% | +12.8% | +15.1% |
| 1Y | +33.9% | +18.9% | +15.0% | +28.0% |
| 3Y | +71.2% | +215.9% | -144.7% | +38.1% |
| All | +109.4% | -31.2% | +140.6% | +93.4% |
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