+109.8%
AAPL vs DIA
+63.0%
+46.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.6% |
| 7D | -3.0% | -1.2% | -1.7% | -1.5% |
| 30D | +2.3% | -2.7% | +5.0% | +5.7% |
| 3M | +8.6% | +3.3% | +5.4% | +4.1% |
| 6M | +21.6% | +10.4% | +11.1% | +7.1% |
| YTD | +16.3% | +10.0% | +6.3% | +2.8% |
| 1Y | +35.1% | +16.2% | +18.9% | +11.2% |
| 3Y | +79.4% | +58.7% | +20.6% | -2.3% |
| 5Y | +109.8% | +63.6% | +46.3% | +11.0% |
| All | +109.8% | +63.0% | +46.9% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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