+29.9%
AAPL vs MKTX
+5.4%
+24.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +1.7% | +0.5% | +1.2% | +1.7% |
| 30D | +5.0% | +1.0% | +4.0% | +5.0% |
| 3M | +13.1% | +2.5% | +10.6% | +13.2% |
| 6M | +26.5% | +8.0% | +18.4% | +22.3% |
| YTD | +28.9% | -7.3% | +36.2% | +23.3% |
| 1Y | +29.9% | +4.7% | +25.3% | +25.0% |
| All | +29.9% | +5.4% | +24.5% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling