+1,249.0%
AAPL vs FN
+753.0%
+496.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.2% | -2.6% |
| 7D | -0.7% | 0.0% | -0.6% | -1.4% |
| 30D | +1.7% | -34.3% | +36.0% | +8.6% |
| 3M | +9.7% | -39.9% | +49.5% | +17.7% |
| 6M | +19.3% | -51.8% | +71.1% | +31.3% |
| YTD | +26.3% | -28.1% | +54.4% | +24.1% |
| 1Y | +27.4% | -29.1% | +56.5% | +24.5% |
| 3Y | +93.6% | +102.4% | -8.8% | +32.1% |
| 5Y | +131.7% | +171.7% | -40.0% | +37.8% |
| All | +1,249.0% | +753.0% | +496.0% | +459.0% |
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