+109.0%
AAPL vs FFIV
+92.2%
+16.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -2.7% | -1.5% | -1.2% | -2.2% |
| 30D | +1.0% | -2.7% | +3.7% | +1.7% |
| 3M | +5.0% | -1.7% | +6.6% | +4.4% |
| 6M | +23.0% | +36.1% | -13.1% | +5.7% |
| YTD | +16.6% | +52.6% | -36.0% | -5.5% |
| 1Y | +33.4% | +21.5% | +11.9% | +18.9% |
| 3Y | +79.9% | +142.7% | -62.8% | +9.4% |
| 5Y | +109.0% | +92.6% | +16.4% | +36.8% |
| All | +109.0% | +92.2% | +16.8% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling