+1,120.7%
AAPL vs ELF
+357.0%
+763.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.8% |
| 7D | +0.1% | +5.4% | -5.3% | -0.7% |
| 30D | +3.0% | +27.0% | -24.0% | -0.4% |
| 3M | +2.9% | +113.2% | -110.3% | -7.5% |
| 6M | +22.1% | +36.6% | -14.5% | +15.9% |
| YTD | +18.0% | +44.2% | -26.2% | +10.6% |
| 1Y | +33.9% | -18.0% | +51.9% | +33.5% |
| 3Y | +71.2% | -19.9% | +91.1% | +58.9% |
| 5Y | +112.6% | +257.7% | -145.1% | +47.4% |
| All | +1,120.7% | +357.0% | +763.7% | +633.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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