+226,959.1%
AAPL vs FDS
+10,480.1%
+216,479.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +4.1% | +1.5% | +2.7% | +3.6% |
| 30D | +4.0% | +14.8% | -10.9% | -1.2% |
| 3M | +16.8% | +16.3% | +0.5% | +9.8% |
| 6M | +19.4% | +66.2% | -46.8% | -2.5% |
| YTD | +31.5% | +16.2% | +15.3% | +19.4% |
| 1Y | +31.0% | +21.8% | +9.1% | +16.5% |
| 3Y | +95.3% | -23.9% | +119.2% | +103.7% |
| 5Y | +143.4% | -23.1% | +166.5% | +151.8% |
| 10Y | +1,330.5% | +128.7% | +1,201.8% | +901.9% |
| All | +226,959.1% | +10,480.1% | +216,479.0% | +56,530.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling