+138.1%
AAPL vs FFIV
+42.4%
+95.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.7% |
| 7D | +3.7% | -2.1% | +5.8% | +4.3% |
| 30D | +4.2% | -33.8% | +38.0% | +18.5% |
| 3M | +12.0% | -20.6% | +32.6% | +18.2% |
| 6M | +19.8% | -10.2% | +30.0% | +18.8% |
| YTD | +29.3% | +24.5% | +4.9% | +9.5% |
| 1Y | +31.1% | +29.3% | +1.8% | +8.7% |
| 3Y | +94.9% | +103.8% | -8.9% | +20.7% |
| 5Y | +138.1% | +40.9% | +97.2% | +69.4% |
| All | +138.1% | +42.4% | +95.7% | +69.4% |
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