+104,576.0%
AAPL vs FTI
+2,165.1%
+102,410.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +0.1% | +5.3% | -5.2% | -1.1% |
| 30D | +3.0% | +15.3% | -12.4% | -0.5% |
| 3M | +2.9% | +15.8% | -12.9% | -1.2% |
| 6M | +22.1% | +22.6% | -0.5% | +15.2% |
| YTD | +18.0% | +79.5% | -61.5% | +1.6% |
| 1Y | +33.9% | +102.0% | -68.1% | +11.7% |
| 3Y | +71.2% | +315.8% | -244.7% | +17.3% |
| 5Y | +112.6% | +1,129.5% | -1,016.9% | +6.0% |
| 10Y | +1,198.8% | +320.9% | +877.8% | +630.7% |
| All | +104,576.0% | +2,165.1% | +102,410.9% | +27,589.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling