+78.2%
AAPL vs FTV
-3.3%
+81.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.2% |
| 7D | -3.0% | -1.3% | -1.7% | -2.5% |
| 30D | +2.3% | -9.5% | +11.8% | +6.2% |
| 3M | +8.6% | -10.9% | +19.5% | +13.1% |
| 6M | +21.6% | -0.6% | +22.2% | +20.3% |
| YTD | +16.3% | +1.4% | +14.9% | +13.4% |
| 1Y | +35.1% | +17.6% | +17.4% | +22.0% |
| All | +78.2% | -3.3% | +81.5% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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