+121,072.4%
AAPL vs ITW
+9,371.1%
+111,701.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.5% |
| 7D | -3.0% | -1.9% | -1.1% | -2.1% |
| 30D | +2.3% | -10.4% | +12.7% | +7.6% |
| 3M | +8.6% | +3.5% | +5.1% | +6.5% |
| 6M | +21.6% | -3.4% | +24.9% | +22.7% |
| YTD | +16.3% | +8.5% | +7.8% | +10.9% |
| 1Y | +35.1% | +3.2% | +31.8% | +31.5% |
| 3Y | +79.4% | +18.9% | +60.5% | +62.9% |
| 5Y | +109.8% | +35.0% | +74.8% | +79.4% |
| 10Y | +1,237.1% | +188.6% | +1,048.4% | +695.4% |
| All | +121,072.4% | +9,371.1% | +111,701.3% | +19,301.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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