+1,254.4%
AAPL vs F
+90.9%
+1,163.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +2.7% |
| 7D | -0.5% | -3.7% | +3.2% | +0.4% |
| 30D | +7.1% | -0.7% | +7.8% | +7.2% |
| 3M | +12.1% | -1.9% | +14.0% | +12.3% |
| 6M | +25.4% | +16.1% | +9.4% | +19.1% |
| YTD | +20.5% | +9.5% | +11.0% | +15.9% |
| 1Y | +44.5% | +27.2% | +17.3% | +32.7% |
| 3Y | +85.8% | +36.3% | +49.5% | +62.0% |
| 5Y | +124.8% | +49.3% | +75.5% | +84.5% |
| All | +1,254.4% | +90.9% | +1,163.4% | +791.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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