+4,214.6%
AAPL vs FN
+2,575.5%
+1,639.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.2% | +12.7% | +0.7% |
| 7D | -1.4% | -16.0% | +14.6% | +0.9% |
| 30D | +3.2% | -40.1% | +43.3% | +10.9% |
| 3M | +10.8% | -43.9% | +54.7% | +19.2% |
| 6M | +21.3% | -55.6% | +77.0% | +33.7% |
| YTD | +26.9% | -35.7% | +62.6% | +28.3% |
| 1Y | +27.9% | -39.8% | +67.7% | +30.0% |
| 3Y | +97.5% | +80.3% | +17.2% | +53.2% |
| 5Y | +132.9% | +143.3% | -10.4% | +65.5% |
| 10Y | +1,275.7% | +682.3% | +593.4% | +675.0% |
| All | +4,214.6% | +2,575.5% | +1,639.1% | +1,962.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling