+133.0%
AAPL vs MA
+93.2%
+39.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -0.7% | +2.3% | -3.0% | -2.0% |
| 30D | +1.7% | +14.7% | -13.0% | -6.1% |
| 3M | +9.7% | +13.5% | -3.8% | +1.6% |
| 6M | +19.3% | +33.1% | -13.8% | +0.2% |
| YTD | +26.3% | +15.1% | +11.2% | +15.2% |
| 1Y | +27.4% | +18.7% | +8.7% | +13.7% |
| 3Y | +93.6% | +72.1% | +21.5% | +33.0% |
| All | +133.0% | +93.2% | +39.8% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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