+94.9%
AAPL vs EXC
+28.9%
+66.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.4% | +2.4% |
| 7D | +3.7% | -1.7% | +5.4% | +3.6% |
| 30D | +4.2% | +9.3% | -5.1% | +4.7% |
| 3M | +12.0% | +1.0% | +11.0% | +12.0% |
| 6M | +19.8% | +5.9% | +13.8% | +20.4% |
| YTD | +29.3% | +7.6% | +21.7% | +30.1% |
| 1Y | +31.1% | +2.4% | +28.7% | +31.6% |
| 3Y | +94.9% | +30.2% | +64.6% | +100.1% |
| All | +94.9% | +28.9% | +66.0% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling