+95.3%
AAPL vs FIVE
+40.0%
+55.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +4.1% | +2.7% | +1.5% | +3.7% |
| 30D | +4.0% | +12.7% | -8.7% | +1.9% |
| 3M | +16.8% | +2.1% | +14.7% | +16.0% |
| 6M | +19.4% | +17.5% | +1.9% | +15.2% |
| YTD | +31.5% | +31.0% | +0.5% | +24.0% |
| 1Y | +31.0% | +67.7% | -36.8% | +17.9% |
| 3Y | +95.3% | +43.4% | +51.9% | +67.7% |
| All | +95.3% | +40.0% | +55.3% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling