+109.4%
AAPL vs MA
+73.0%
+36.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.9% |
| 7D | +0.1% | -2.7% | +2.8% | +1.6% |
| 30D | +3.0% | +1.5% | +1.4% | +2.0% |
| 3M | +2.9% | +20.4% | -17.5% | -7.7% |
| 6M | +22.1% | +11.1% | +11.0% | +14.0% |
| YTD | +18.0% | +2.0% | +16.1% | +15.7% |
| 1Y | +33.9% | -2.2% | +36.1% | +34.4% |
| 3Y | +71.2% | +41.9% | +29.3% | +34.1% |
| All | +109.4% | +73.0% | +36.4% | +43.3% |
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