+1,363.6%
AAPL vs FFIV
+126.3%
+1,237.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.7% |
| 7D | +1.8% | -2.9% | +4.7% | +2.9% |
| 30D | +4.3% | -32.4% | +36.7% | +19.8% |
| 3M | +16.6% | -22.7% | +39.3% | +25.9% |
| 6M | +21.6% | -10.7% | +32.3% | +22.0% |
| YTD | +31.2% | +25.4% | +5.8% | +11.5% |
| 1Y | +29.6% | +34.2% | -4.6% | +6.5% |
| 3Y | +93.1% | +101.2% | -8.1% | +26.1% |
| 5Y | +146.2% | +42.0% | +104.3% | +85.3% |
| All | +1,363.6% | +126.3% | +1,237.3% | +756.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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