+73,723.4%
AAPL vs M
+444.9%
+73,278.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +5.0% | +5.0% | 0.0% | +3.8% |
| 30D | +3.5% | +10.6% | -7.1% | +1.1% |
| 3M | +13.1% | +1.6% | +11.5% | +12.2% |
| 6M | +19.0% | +30.8% | -11.8% | +11.2% |
| YTD | +28.5% | +16.9% | +11.6% | +22.4% |
| 1Y | +29.7% | +26.3% | +3.4% | +21.2% |
| 3Y | +89.2% | +158.6% | -69.4% | +44.1% |
| 5Y | +141.2% | +2.1% | +139.1% | +112.3% |
| 10Y | +1,306.6% | -4.3% | +1,310.9% | +946.6% |
| All | +73,723.4% | +444.9% | +73,278.6% | +23,233.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling