+44.5%
AAPL vs ICE
-9.0%
+53.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.6% |
| 7D | -0.5% | -5.3% | +4.8% | +0.6% |
| 30D | +7.1% | +3.0% | +4.1% | +6.5% |
| 3M | +12.1% | +11.4% | +0.7% | +9.2% |
| 6M | +25.4% | -2.0% | +27.5% | +23.3% |
| YTD | +20.5% | -3.1% | +23.6% | +18.4% |
| 1Y | +44.5% | -8.4% | +52.9% | +41.9% |
| All | +44.5% | -9.0% | +53.6% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling