+143.3%
AAPL vs COMP
-10.9%
+154.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +4.0% | +16.6% | -12.6% | +1.9% |
| 3M | +16.8% | -23.5% | +40.3% | +19.9% |
| 6M | +19.4% | +25.7% | -6.3% | +15.0% |
| YTD | +31.5% | -3.4% | +34.9% | +29.0% |
| 1Y | +31.0% | +7.6% | +23.4% | +26.7% |
| 3Y | +95.3% | +423.6% | -328.3% | +46.5% |
| All | +143.3% | -10.9% | +154.2% | +124.0% |
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