+120,042.1%
AAPL vs ELV
+2,409.5%
+117,632.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | -2.7% | -0.3% | -2.5% | -2.7% |
| 30D | +1.0% | +2.0% | -1.0% | +0.5% |
| 3M | +5.0% | -3.5% | +8.4% | +5.3% |
| 6M | +23.0% | +40.2% | -17.2% | +11.4% |
| YTD | +16.6% | +15.8% | +0.8% | +10.2% |
| 1Y | +33.4% | +33.2% | +0.3% | +20.8% |
| 3Y | +79.9% | -6.2% | +86.1% | +74.4% |
| 5Y | +109.0% | +16.4% | +92.6% | +87.7% |
| 10Y | +1,210.4% | +259.8% | +950.7% | +734.0% |
| All | +120,042.1% | +2,409.5% | +117,632.6% | +52,424.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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