+203,669.3%
AAPL vs FDS
+9,502.8%
+194,166.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.3% |
| 7D | +0.1% | -1.9% | +2.0% | +0.7% |
| 30D | +3.0% | +9.0% | -6.0% | -0.3% |
| 3M | +2.9% | +18.9% | -16.0% | -4.1% |
| 6M | +22.1% | +35.1% | -13.0% | +7.1% |
| YTD | +18.0% | +5.5% | +12.5% | +11.7% |
| 1Y | +33.9% | -16.8% | +50.7% | +36.8% |
| 3Y | +71.2% | -28.1% | +99.2% | +83.2% |
| 5Y | +112.6% | -17.4% | +130.0% | +115.6% |
| 10Y | +1,198.8% | +85.4% | +1,113.3% | +882.4% |
| All | +203,669.3% | +9,502.8% | +194,166.5% | +52,869.6% |
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