+109.8%
AAPL vs EXEL
+194.6%
-84.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -3.0% | -0.3% | -2.6% | -2.9% |
| 30D | +2.3% | +10.1% | -7.8% | +0.7% |
| 3M | +8.6% | +10.1% | -1.5% | +6.9% |
| 6M | +21.6% | +37.7% | -16.1% | +15.2% |
| YTD | +16.3% | +33.1% | -16.8% | +10.6% |
| 1Y | +35.1% | +52.4% | -17.3% | +24.9% |
| 3Y | +79.4% | +163.8% | -84.4% | +42.7% |
| 5Y | +109.8% | +198.5% | -88.7% | +51.5% |
| All | +109.8% | +194.6% | -84.8% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling