+1,367.3%
AAPL vs FN
+700.1%
+667.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.7% | +1.7% |
| 7D | +4.1% | +0.3% | +3.9% | +3.9% |
| 30D | +4.0% | -16.5% | +20.5% | +6.1% |
| 3M | +16.8% | -42.1% | +58.9% | +26.2% |
| 6M | +19.4% | -52.9% | +72.3% | +32.1% |
| YTD | +31.5% | -28.0% | +59.5% | +28.9% |
| 1Y | +31.0% | -18.5% | +49.5% | +24.0% |
| 3Y | +95.3% | +93.9% | +1.4% | +34.8% |
| 5Y | +143.4% | +170.5% | -27.1% | +44.6% |
| All | +1,367.3% | +700.1% | +667.2% | +513.0% |
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