+1,641.4%
AAPL vs FIVE
+868.1%
+773.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.1% | -7.6% | -3.6% |
| 7D | +0.1% | +4.3% | -4.2% | -0.8% |
| 30D | +3.0% | +12.5% | -9.5% | +0.3% |
| 3M | +2.9% | +31.2% | -28.3% | -3.1% |
| 6M | +22.1% | +14.4% | +7.7% | +17.5% |
| YTD | +18.0% | +33.9% | -15.9% | +9.7% |
| 1Y | +33.9% | +65.1% | -31.1% | +18.6% |
| 3Y | +71.2% | +49.0% | +22.2% | +46.4% |
| 5Y | +112.6% | +30.3% | +82.3% | +81.7% |
| 10Y | +1,198.8% | +481.1% | +717.7% | +755.0% |
| All | +1,641.4% | +868.1% | +773.3% | +972.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling