+127.8%
AAPL vs MKTX
-60.5%
+188.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +3.8% | -0.2% | +4.1% | +3.9% |
| 30D | +9.9% | +0.7% | +9.2% | +9.8% |
| 3M | +12.5% | +40.8% | -28.3% | +6.7% |
| 6M | +27.6% | -8.0% | +35.6% | +29.0% |
| YTD | +22.6% | -8.7% | +31.3% | +23.9% |
| 1Y | +45.0% | -11.8% | +56.8% | +47.3% |
| 3Y | +87.8% | -24.0% | +111.8% | +89.4% |
| All | +127.8% | -60.5% | +188.3% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling