+109.0%
AAPL vs FDS
-20.4%
+129.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | +0.1% |
| 7D | -2.7% | -5.4% | +2.6% | -1.2% |
| 30D | +1.0% | +1.6% | -0.6% | +0.4% |
| 3M | +5.0% | +17.7% | -12.8% | -0.9% |
| 6M | +23.0% | +29.1% | -6.0% | +11.3% |
| YTD | +16.6% | +1.0% | +15.7% | +16.1% |
| 1Y | +33.4% | -21.6% | +55.0% | +49.6% |
| 3Y | +79.9% | -30.1% | +110.0% | +110.8% |
| 5Y | +109.0% | -20.7% | +129.8% | +138.5% |
| All | +109.0% | -20.4% | +129.4% | +138.5% |
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 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