+197.0%
AAPL vs COMP
-52.8%
+249.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | +3.2% | +8.9% | -5.7% | +2.1% |
| 30D | +4.1% | +14.0% | -9.9% | +2.3% |
| 3M | +17.5% | -21.1% | +38.6% | +20.1% |
| 6M | +20.6% | +20.1% | +0.5% | +16.9% |
| YTD | +31.0% | -5.0% | +36.0% | +28.8% |
| 1Y | +30.2% | +5.7% | +24.5% | +26.4% |
| 3Y | +92.9% | +412.2% | -319.4% | +46.8% |
| 5Y | +142.4% | -12.1% | +154.5% | +109.7% |
| All | +197.0% | -52.8% | +249.7% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling