+1,237.1%
AAPL vs M
-7.1%
+1,244.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.3% |
| 7D | -3.0% | -4.1% | +1.1% | -2.4% |
| 30D | +2.3% | -13.6% | +15.9% | +4.3% |
| 3M | +8.6% | -2.3% | +10.9% | +8.6% |
| 6M | +21.6% | +21.9% | -0.4% | +17.6% |
| YTD | +16.3% | -0.6% | +16.9% | +15.5% |
| 1Y | +35.1% | +29.7% | +5.3% | +28.8% |
| 3Y | +79.4% | +107.3% | -27.9% | +55.8% |
| 5Y | +109.8% | +20.5% | +89.4% | +90.3% |
| 10Y | +1,237.1% | -6.1% | +1,243.2% | +1,026.4% |
| All | +1,237.1% | -7.1% | +1,244.2% | +1,026.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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