+49,441.6%
AAPL vs IWM
+812.0%
+48,629.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +3.0% | -1.3% | +4.2% | +3.9% |
| 3M | +2.9% | +1.6% | +1.3% | +1.2% |
| 6M | +22.1% | +13.6% | +8.5% | +9.5% |
| YTD | +18.0% | +20.8% | -2.7% | +0.5% |
| 1Y | +33.9% | +26.4% | +7.5% | +9.3% |
| 3Y | +71.2% | +60.7% | +10.5% | +12.1% |
| 5Y | +112.6% | +38.2% | +74.4% | +56.7% |
| 10Y | +1,198.8% | +169.5% | +1,029.3% | +428.0% |
| All | +49,441.6% | +812.0% | +48,629.6% | +5,836.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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