+863.1%
AAPL vs IR
+336.9%
+526.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +5.0% | +1.5% | +3.5% | +4.4% |
| 30D | +3.5% | +9.0% | -5.5% | +0.3% |
| 3M | +13.1% | -0.9% | +13.9% | +12.9% |
| 6M | +19.0% | +13.4% | +5.6% | +12.8% |
| YTD | +28.5% | +8.5% | +20.1% | +22.4% |
| 1Y | +29.7% | +11.3% | +18.4% | +22.1% |
| 3Y | +89.2% | +26.0% | +63.3% | +66.9% |
| 5Y | +141.2% | +47.9% | +93.4% | +97.4% |
| All | +863.1% | +336.9% | +526.3% | +492.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling