+142.7%
AAPL vs FDS
-22.5%
+165.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.3% |
| 7D | +1.8% | -2.1% | +3.9% | +2.3% |
| 30D | +4.3% | +16.0% | -11.7% | -0.1% |
| 3M | +16.6% | +18.8% | -2.2% | +10.4% |
| 6M | +21.6% | +54.1% | -32.5% | +4.5% |
| YTD | +31.2% | +17.0% | +14.2% | +24.8% |
| 1Y | +29.6% | +25.5% | +4.0% | +18.4% |
| 3Y | +93.1% | -23.3% | +116.4% | +124.5% |
| All | +142.7% | -22.5% | +165.2% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling