+163,695.4%
AAPL vs MAR
+2,498.9%
+161,196.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +0.1% | -4.2% | +4.2% | +1.7% |
| 30D | +3.0% | -6.7% | +9.6% | +5.7% |
| 3M | +2.9% | -12.5% | +15.4% | +8.0% |
| 6M | +22.1% | +0.6% | +21.5% | +21.1% |
| YTD | +18.0% | +9.1% | +8.9% | +13.1% |
| 1Y | +33.9% | +26.2% | +7.7% | +20.8% |
| 3Y | +71.2% | +68.2% | +3.0% | +37.0% |
| 5Y | +112.6% | +163.9% | -51.3% | +41.0% |
| 10Y | +1,198.8% | +420.6% | +778.2% | +499.9% |
| All | +163,695.4% | +2,498.9% | +161,196.5% | +34,138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling