+109.0%
AAPL vs COO
-39.5%
+148.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.2% |
| 7D | -2.7% | -2.3% | -0.4% | -1.9% |
| 30D | +1.0% | -8.8% | +9.8% | +4.2% |
| 3M | +5.0% | +1.3% | +3.6% | +4.0% |
| 6M | +23.0% | -11.6% | +34.6% | +27.9% |
| YTD | +16.6% | -17.4% | +34.0% | +24.2% |
| 1Y | +33.4% | -1.6% | +35.0% | +32.0% |
| 3Y | +79.9% | -22.6% | +102.5% | +86.8% |
| 5Y | +109.0% | -40.3% | +149.4% | +137.4% |
| All | +109.0% | -39.5% | +148.5% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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