+771.5%
AAPL vs IR
+274.4%
+497.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.4% |
| 7D | -3.0% | -1.9% | -1.1% | -2.4% |
| 30D | +2.3% | -15.0% | +17.3% | +7.9% |
| 3M | +8.6% | -0.4% | +9.0% | +8.0% |
| 6M | +21.6% | -15.0% | +36.6% | +26.9% |
| YTD | +16.3% | -7.1% | +23.4% | +17.0% |
| 1Y | +35.1% | -7.5% | +42.6% | +35.7% |
| 3Y | +79.4% | +6.3% | +73.1% | +67.8% |
| 5Y | +109.8% | +37.3% | +72.5% | +77.0% |
| All | +771.5% | +274.4% | +497.1% | +467.0% |
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