+94.9%
AAPL vs GLW
+349.1%
-254.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.3% | -6.8% | +1.8% |
| 7D | +3.7% | -5.9% | +9.5% | +3.9% |
| 30D | +4.2% | -26.0% | +30.2% | +6.1% |
| 3M | +12.0% | -29.9% | +41.9% | +14.2% |
| 6M | +19.8% | -37.8% | +57.5% | +20.1% |
| YTD | +29.3% | +33.1% | -3.8% | +5.4% |
| 1Y | +31.1% | +36.8% | -5.7% | +5.4% |
| 3Y | +94.9% | +356.1% | -261.2% | +13.2% |
| All | +94.9% | +349.1% | -254.3% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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