+784.3%
AAPL vs IR
+288.5%
+495.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.9% |
| 7D | +0.1% | -2.8% | +2.9% | +1.0% |
| 30D | +3.0% | -15.1% | +18.1% | +8.7% |
| 3M | +2.9% | +6.1% | -3.2% | +0.1% |
| 6M | +22.1% | -16.8% | +38.9% | +28.5% |
| YTD | +18.0% | -3.5% | +21.6% | +17.3% |
| 1Y | +33.9% | -3.5% | +37.4% | +32.6% |
| 3Y | +71.2% | +9.5% | +61.7% | +58.5% |
| 5Y | +112.6% | +45.1% | +67.5% | +76.1% |
| All | +784.3% | +288.5% | +495.7% | +468.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling