+95.3%
AAPL vs FTI
+212.2%
-116.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | +4.1% | +4.3% | -0.2% | +3.5% |
| 30D | +4.0% | -4.7% | +8.6% | +4.6% |
| 3M | +16.8% | -13.5% | +30.3% | +19.2% |
| 6M | +19.4% | -8.7% | +28.1% | +20.3% |
| YTD | +31.5% | +49.0% | -17.5% | +17.7% |
| 1Y | +31.0% | +54.0% | -23.0% | +16.2% |
| 3Y | +95.3% | +211.6% | -116.3% | +46.9% |
| All | +95.3% | +212.2% | -116.9% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling