+133.0%
AAPL vs F
-12.6%
+145.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.7% | +1.6% | -2.2% | -1.1% |
| 30D | +1.7% | +2.6% | -0.9% | +0.9% |
| 3M | +9.7% | -8.8% | +18.5% | +12.1% |
| 6M | +19.3% | +4.6% | +14.7% | +16.2% |
| YTD | +26.3% | -1.9% | +28.2% | +24.7% |
| 1Y | +27.4% | -0.8% | +28.1% | +25.2% |
| 3Y | +93.6% | +43.5% | +50.1% | +62.8% |
| All | +133.0% | -12.6% | +145.5% | +115.3% |
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