+109.4%
AAPL vs F
+55.4%
+54.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.9% |
| 7D | +0.1% | +5.3% | -5.2% | -1.3% |
| 30D | +3.0% | +4.6% | -1.6% | +1.7% |
| 3M | +2.9% | -3.7% | +6.6% | +3.6% |
| 6M | +22.1% | +16.8% | +5.3% | +15.7% |
| YTD | +18.0% | +15.3% | +2.7% | +12.0% |
| 1Y | +33.9% | +31.0% | +2.9% | +21.8% |
| 3Y | +71.2% | +45.4% | +25.7% | +45.4% |
| All | +109.4% | +55.4% | +54.0% | +70.3% |
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