+109.8%
AAPL vs EXC
+46.0%
+63.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -3.0% | +0.3% | -3.3% | -3.0% |
| 30D | +2.3% | -0.9% | +3.2% | +2.5% |
| 3M | +8.6% | -2.7% | +11.3% | +9.1% |
| 6M | +21.6% | -9.4% | +30.9% | +23.7% |
| YTD | +16.3% | +3.0% | +13.3% | +14.8% |
| 1Y | +35.1% | +5.1% | +29.9% | +32.4% |
| 3Y | +79.4% | +20.6% | +58.8% | +67.4% |
| 5Y | +109.8% | +45.7% | +64.1% | +82.7% |
| All | +109.8% | +46.0% | +63.9% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling