+1,237.1%
AAPL vs FDS
+72.8%
+1,164.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +1.1% |
| 7D | -3.0% | -8.8% | +5.8% | +0.7% |
| 30D | +2.3% | -1.4% | +3.7% | +2.6% |
| 3M | +8.6% | +13.9% | -5.3% | +1.6% |
| 6M | +21.6% | +27.4% | -5.8% | +6.1% |
| YTD | +16.3% | -2.5% | +18.8% | +13.7% |
| 1Y | +35.1% | -23.8% | +58.8% | +48.2% |
| 3Y | +79.4% | -32.5% | +111.9% | +107.0% |
| 5Y | +109.8% | -23.2% | +133.0% | +122.6% |
| 10Y | +1,237.1% | +76.4% | +1,160.7% | +903.5% |
| All | +1,237.1% | +72.8% | +1,164.2% | +903.5% |
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