+133.0%
AAPL vs FN
+170.4%
-37.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.2% | -1.8% |
| 7D | -0.7% | 0.0% | -0.6% | -1.1% |
| 30D | +1.7% | -34.3% | +36.0% | +6.2% |
| 3M | +9.7% | -39.9% | +49.5% | +15.0% |
| 6M | +19.3% | -51.8% | +71.1% | +27.5% |
| YTD | +26.3% | -28.1% | +54.4% | +24.4% |
| 1Y | +27.4% | -29.1% | +56.5% | +25.0% |
| 3Y | +93.6% | +102.4% | -8.8% | +41.7% |
| All | +133.0% | +170.4% | -37.4% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling