+1,278.0%
AAPL vs EAT
+374.9%
+903.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +1.9% |
| 7D | +3.8% | -7.7% | +11.5% | +5.0% |
| 30D | +9.9% | -13.6% | +23.5% | +12.0% |
| 3M | +12.5% | +33.9% | -21.4% | +7.5% |
| 6M | +27.6% | +47.2% | -19.6% | +19.5% |
| YTD | +22.6% | +48.1% | -25.5% | +14.4% |
| 1Y | +45.0% | +33.7% | +11.3% | +36.7% |
| 3Y | +87.8% | +595.8% | -508.0% | +35.4% |
| 5Y | +128.7% | +314.4% | -185.7% | +71.8% |
| All | +1,278.0% | +374.9% | +903.0% | +805.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling