+1,278.0%
AAPL vs FLR
+19.7%
+1,258.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.6% |
| 7D | +3.8% | -3.5% | +7.3% | +4.2% |
| 30D | +9.9% | +4.2% | +5.8% | +9.4% |
| 3M | +12.5% | +8.1% | +4.4% | +11.1% |
| 6M | +27.6% | +21.5% | +6.1% | +23.8% |
| YTD | +22.6% | +36.8% | -14.2% | +17.2% |
| 1Y | +45.0% | +31.2% | +13.8% | +38.9% |
| 3Y | +87.8% | +53.9% | +33.9% | +73.0% |
| 5Y | +128.7% | +243.0% | -114.4% | +92.3% |
| All | +1,278.0% | +19.7% | +1,258.2% | +1,187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling