+16,371.0%
AAPL vs ICE
+2,331.7%
+14,039.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.9% |
| 7D | +0.1% | -0.7% | +0.7% | +0.3% |
| 30D | +3.0% | +7.6% | -4.6% | +0.6% |
| 3M | +2.9% | +13.9% | -11.0% | -1.4% |
| 6M | +22.1% | -2.4% | +24.5% | +22.5% |
| YTD | +18.0% | +0.3% | +17.8% | +17.0% |
| 1Y | +33.9% | -6.4% | +40.4% | +35.5% |
| 3Y | +71.2% | +43.1% | +28.1% | +50.5% |
| 5Y | +112.6% | +42.1% | +70.5% | +86.8% |
| 10Y | +1,198.8% | +220.9% | +977.8% | +801.6% |
| All | +16,371.0% | +2,331.7% | +14,039.2% | +7,050.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling