+109.4%
AAPL vs FIVE
+31.2%
+78.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -3.6% |
| 7D | +0.1% | +4.3% | -4.2% | -0.9% |
| 30D | +3.0% | +12.5% | -9.5% | 0.0% |
| 3M | +2.9% | +31.2% | -28.3% | -3.6% |
| 6M | +22.1% | +14.4% | +7.7% | +17.0% |
| YTD | +18.0% | +33.9% | -15.9% | +8.9% |
| 1Y | +33.9% | +65.1% | -31.1% | +17.0% |
| 3Y | +71.2% | +49.0% | +22.2% | +44.9% |
| All | +109.4% | +31.2% | +78.1% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling