+1,237.1%
AAPL vs EXC
+152.4%
+1,084.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -3.0% | +0.3% | -3.3% | -3.1% |
| 30D | +2.3% | -0.9% | +3.2% | +2.6% |
| 3M | +8.6% | -2.7% | +11.3% | +9.5% |
| 6M | +21.6% | -9.4% | +30.9% | +25.4% |
| YTD | +16.3% | +3.0% | +13.3% | +13.9% |
| 1Y | +35.1% | +5.1% | +29.9% | +30.9% |
| 3Y | +79.4% | +20.6% | +58.8% | +61.0% |
| 5Y | +109.8% | +45.7% | +64.1% | +71.0% |
| 10Y | +1,237.1% | +160.8% | +1,076.2% | +802.0% |
| All | +1,237.1% | +152.4% | +1,084.7% | +802.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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