+124.8%
AAPL vs EFX
-37.1%
+161.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -0.5% | -11.1% | +10.6% | +3.7% |
| 30D | +7.1% | -7.4% | +14.5% | +9.8% |
| 3M | +12.1% | +1.5% | +10.6% | +10.8% |
| 6M | +25.4% | -13.7% | +39.1% | +30.5% |
| YTD | +20.5% | -21.9% | +42.3% | +29.0% |
| 1Y | +44.5% | -30.8% | +75.3% | +61.5% |
| 3Y | +85.8% | -12.4% | +98.1% | +79.0% |
| 5Y | +124.8% | -35.9% | +160.7% | +136.7% |
| All | +124.8% | -37.1% | +161.9% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling