+127.8%
AAPL vs DGX
+66.8%
+61.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +1.4% |
| 7D | +3.8% | -0.9% | +4.7% | +4.0% |
| 30D | +9.9% | -1.2% | +11.1% | +10.2% |
| 3M | +12.5% | +15.8% | -3.3% | +8.8% |
| 6M | +27.6% | +18.2% | +9.5% | +22.7% |
| YTD | +22.6% | +37.2% | -14.6% | +13.3% |
| 1Y | +45.0% | +30.4% | +14.6% | +35.5% |
| 3Y | +87.8% | +96.7% | -8.9% | +54.6% |
| All | +127.8% | +66.8% | +61.0% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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