+109.4%
AAPL vs M
+27.3%
+82.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.0% |
| 7D | +0.1% | +4.7% | -4.6% | -0.8% |
| 30D | +3.0% | -9.6% | +12.6% | +4.8% |
| 3M | +2.9% | +0.9% | +2.0% | +2.3% |
| 6M | +22.1% | +22.3% | -0.2% | +16.8% |
| YTD | +18.0% | +6.5% | +11.5% | +15.5% |
| 1Y | +33.9% | +38.8% | -4.8% | +24.2% |
| 3Y | +71.2% | +115.9% | -44.7% | +38.8% |
| All | +109.4% | +27.3% | +82.1% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling