+29.6%
AAPL vs FN
-19.6%
+49.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.8% | +2.0% |
| 7D | +1.8% | +8.0% | -6.3% | +1.6% |
| 30D | +4.3% | -19.1% | +23.4% | +4.7% |
| 3M | +16.6% | -29.8% | +46.5% | +17.3% |
| 6M | +21.6% | -43.2% | +64.8% | +23.3% |
| YTD | +31.2% | -18.9% | +50.1% | +30.2% |
| 1Y | +29.6% | -17.9% | +47.4% | +28.2% |
| All | +29.6% | -19.6% | +49.1% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling