+143.3%
AAPL vs F
-15.5%
+158.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +4.1% | -3.1% | +7.2% | +5.0% |
| 30D | +4.0% | 0.0% | +3.9% | +3.9% |
| 3M | +16.8% | -13.2% | +30.0% | +21.0% |
| 6M | +19.4% | -10.2% | +29.6% | +21.6% |
| YTD | +31.5% | -4.9% | +36.4% | +30.9% |
| 1Y | +31.0% | -6.1% | +37.1% | +30.7% |
| 3Y | +95.3% | +46.0% | +49.3% | +63.0% |
| All | +143.3% | -15.5% | +158.9% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling