+109.8%
AAPL vs COP
+195.6%
-85.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | +2.3% | +11.7% | -9.4% | +0.4% |
| 3M | +8.6% | +17.7% | -9.1% | +5.3% |
| 6M | +21.6% | +18.3% | +3.2% | +17.2% |
| YTD | +16.3% | +49.1% | -32.8% | +6.5% |
| 1Y | +35.1% | +53.3% | -18.3% | +22.6% |
| 3Y | +79.4% | +22.2% | +57.2% | +66.8% |
| 5Y | +109.8% | +193.3% | -83.5% | +62.3% |
| All | +109.8% | +195.6% | -85.8% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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