+122,851.5%
AAPL vs ECL
+13,009.7%
+109,841.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +0.1% | -2.6% | +2.7% | +1.2% |
| 30D | +3.0% | -2.2% | +5.1% | +3.9% |
| 3M | +2.9% | +10.1% | -7.2% | -1.6% |
| 6M | +22.1% | -5.7% | +27.8% | +24.7% |
| YTD | +18.0% | +7.0% | +11.1% | +14.0% |
| 1Y | +33.9% | +2.7% | +31.3% | +31.3% |
| 3Y | +71.2% | +57.7% | +13.5% | +38.3% |
| 5Y | +112.6% | +31.1% | +81.5% | +83.6% |
| 10Y | +1,198.8% | +150.9% | +1,047.9% | +738.9% |
| All | +122,851.5% | +13,009.7% | +109,841.9% | +23,117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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