+136,554.2%
AAPL vs F
+527.2%
+136,027.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | +1.8% | -2.1% | +3.9% | +2.3% |
| 30D | +4.3% | +3.3% | +1.0% | +3.4% |
| 3M | +16.6% | -11.3% | +27.9% | +20.0% |
| 6M | +21.6% | +5.3% | +16.3% | +18.6% |
| YTD | +31.2% | -2.2% | +33.4% | +29.9% |
| 1Y | +29.6% | -3.5% | +33.1% | +28.7% |
| 3Y | +93.1% | +49.5% | +43.6% | +66.3% |
| 5Y | +146.2% | -13.5% | +159.7% | +137.2% |
| 10Y | +1,326.9% | +69.0% | +1,257.9% | +978.6% |
| All | +136,554.2% | +527.2% | +136,027.0% | +59,033.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling