+1,210.4%
AAPL vs FN
+882.3%
+328.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.6% |
| 7D | -2.7% | +3.5% | -6.3% | -3.4% |
| 30D | +1.0% | -26.0% | +27.0% | +6.1% |
| 3M | +5.0% | -33.3% | +38.2% | +11.2% |
| 6M | +23.0% | -14.9% | +38.0% | +21.1% |
| YTD | +16.6% | -8.6% | +25.2% | +11.5% |
| 1Y | +33.4% | +12.3% | +21.1% | +20.0% |
| 3Y | +79.9% | +174.4% | -94.5% | +17.0% |
| 5Y | +109.0% | +296.4% | -187.4% | +15.8% |
| 10Y | +1,210.4% | +890.0% | +320.4% | +426.8% |
| All | +1,210.4% | +882.3% | +328.1% | +426.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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