+124.8%
AAPL vs DD
+57.4%
+67.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.0% | +3.8% |
| 7D | -0.5% | -2.9% | +2.4% | +0.7% |
| 30D | +7.1% | -11.5% | +18.6% | +12.5% |
| 3M | +12.1% | -5.4% | +17.5% | +14.2% |
| 6M | +25.4% | -6.9% | +32.3% | +27.8% |
| YTD | +20.5% | +6.9% | +13.6% | +15.1% |
| 1Y | +44.5% | +35.6% | +8.9% | +23.1% |
| 3Y | +85.8% | +42.5% | +43.2% | +49.2% |
| 5Y | +124.8% | +58.5% | +66.3% | +70.2% |
| All | +124.8% | +57.4% | +67.4% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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