+33.4%
AAPL vs FIVE
+65.4%
-31.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -2.7% | +3.7% | -6.4% | -3.1% |
| 30D | +1.0% | +4.0% | -3.0% | +0.6% |
| 3M | +5.0% | +36.2% | -31.3% | +1.4% |
| 6M | +23.0% | +18.0% | +5.0% | +20.3% |
| YTD | +16.6% | +34.9% | -18.3% | +12.6% |
| 1Y | +33.4% | +67.9% | -34.5% | +25.9% |
| All | +33.4% | +65.4% | -31.9% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling