+1,278.0%
AAPL vs EFX
+42.6%
+1,235.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.5% |
| 7D | +3.8% | -4.5% | +8.4% | +5.7% |
| 30D | +9.9% | -6.1% | +16.0% | +12.4% |
| 3M | +12.5% | +6.2% | +6.3% | +9.3% |
| 6M | +27.6% | -11.2% | +38.8% | +31.7% |
| YTD | +22.6% | -21.4% | +44.0% | +31.3% |
| 1Y | +45.0% | -34.3% | +79.3% | +66.2% |
| 3Y | +87.8% | -12.5% | +100.3% | +83.6% |
| 5Y | +128.7% | -35.6% | +164.2% | +146.9% |
| All | +1,278.0% | +42.6% | +1,235.4% | +956.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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