+44.5%
AAPL vs FTI
+89.8%
-45.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.4% | +3.4% |
| 7D | -0.5% | -5.6% | +5.1% | -0.8% |
| 30D | +7.1% | +0.4% | +6.7% | +7.1% |
| 3M | +12.1% | +8.1% | +4.0% | +12.7% |
| 6M | +25.4% | +16.7% | +8.7% | +24.3% |
| YTD | +20.5% | +70.0% | -49.5% | +17.7% |
| 1Y | +44.5% | +85.4% | -40.9% | +36.4% |
| All | +44.5% | +89.8% | -45.3% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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