+109.8%
AAPL vs MAR
+158.8%
-49.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -3.0% | -0.5% | -2.5% | -2.8% |
| 30D | +2.3% | -4.7% | +7.0% | +4.4% |
| 3M | +8.6% | -15.6% | +24.2% | +16.7% |
| 6M | +21.6% | +1.2% | +20.3% | +19.8% |
| YTD | +16.3% | +7.5% | +8.8% | +11.0% |
| 1Y | +35.1% | +26.6% | +8.4% | +18.6% |
| 3Y | +79.4% | +66.0% | +13.4% | +36.1% |
| 5Y | +109.8% | +154.1% | -44.3% | +31.5% |
| All | +109.8% | +158.8% | -49.0% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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