+136,904.3%
AAPL vs DD
+1,141.0%
+135,763.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +4.1% | +5.0% | -0.8% | +2.5% |
| 30D | +4.0% | +19.7% | -15.7% | -2.2% |
| 3M | +16.8% | +7.2% | +9.6% | +13.7% |
| 6M | +19.4% | +1.0% | +18.4% | +18.1% |
| YTD | +31.5% | +29.1% | +2.4% | +19.5% |
| 1Y | +31.0% | +28.5% | +2.5% | +19.1% |
| 3Y | +95.3% | +89.4% | +5.8% | +54.2% |
| 5Y | +143.4% | +67.1% | +76.2% | +97.9% |
| 10Y | +1,330.5% | +97.5% | +1,233.0% | +942.5% |
| All | +136,904.3% | +1,141.0% | +135,763.3% | +52,529.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling