+1,363.6%
AAPL vs FDS
+129.2%
+1,234.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.0% |
| 7D | +1.8% | -2.1% | +3.9% | +2.6% |
| 30D | +4.3% | +16.0% | -11.7% | -2.0% |
| 3M | +16.6% | +18.8% | -2.2% | +7.7% |
| 6M | +21.6% | +54.1% | -32.5% | -1.7% |
| YTD | +31.2% | +17.0% | +14.2% | +18.2% |
| 1Y | +29.6% | +25.5% | +4.0% | +11.9% |
| 3Y | +93.1% | -23.3% | +116.4% | +112.5% |
| 5Y | +146.2% | -22.6% | +168.8% | +165.4% |
| All | +1,363.6% | +129.2% | +1,234.4% | +869.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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