+94.4%
AAPL vs EXEL
+234.5%
-140.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +3.1% | +1.6% | +1.5% | +3.0% |
| 30D | +4.0% | +17.4% | -13.4% | +2.8% |
| 3M | +17.4% | +38.6% | -21.2% | +14.7% |
| 6M | +20.5% | +41.2% | -20.7% | +17.6% |
| YTD | +30.9% | +59.3% | -28.4% | +26.5% |
| 1Y | +30.1% | +60.2% | -30.1% | +25.7% |
| All | +94.4% | +234.5% | -140.1% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling