+1,367.3%
AAPL vs EXEL
+320.7%
+1,046.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +4.1% | -0.8% | +5.0% | +4.3% |
| 30D | +4.0% | +13.1% | -9.2% | +1.8% |
| 3M | +16.8% | +36.3% | -19.5% | +10.7% |
| 6M | +19.4% | +34.5% | -15.1% | +13.2% |
| YTD | +31.5% | +57.4% | -25.9% | +20.9% |
| 1Y | +31.0% | +62.9% | -31.9% | +19.6% |
| 3Y | +95.3% | +229.5% | -134.2% | +52.6% |
| 5Y | +143.4% | +281.2% | -137.9% | +82.6% |
| All | +1,367.3% | +320.7% | +1,046.6% | +942.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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