+143.3%
AAPL vs FTI
+886.2%
-742.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.5% |
| 3M | +16.8% | -13.5% | +30.3% | +19.1% |
| 6M | +19.4% | -8.7% | +28.1% | +20.2% |
| YTD | +31.5% | +49.0% | -17.5% | +21.0% |
| 1Y | +31.0% | +54.0% | -23.0% | +19.7% |
| 3Y | +95.3% | +211.6% | -116.3% | +55.9% |
| All | +143.3% | +886.2% | -742.8% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling