+138.1%
AAPL vs IR
+51.1%
+87.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +0.7% |
| 7D | +3.7% | +5.0% | -1.4% | +1.7% |
| 30D | +4.2% | +10.3% | -6.2% | +0.1% |
| 3M | +12.0% | -0.1% | +12.1% | +11.6% |
| 6M | +19.8% | +14.8% | +5.0% | +12.1% |
| YTD | +29.3% | +9.7% | +19.6% | +21.4% |
| 1Y | +31.1% | +12.2% | +18.9% | +21.4% |
| 3Y | +94.9% | +30.0% | +64.9% | +58.4% |
| 5Y | +138.1% | +46.8% | +91.2% | +69.9% |
| All | +138.1% | +51.1% | +87.0% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling