+121,410.5%
AAPL vs NEM
+483.1%
+120,927.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -2.7% | +3.9% | -6.6% | -2.9% |
| 30D | +1.0% | +12.7% | -11.7% | +0.4% |
| 3M | +5.0% | +28.7% | -23.7% | +3.6% |
| 6M | +23.0% | +9.8% | +13.3% | +22.2% |
| YTD | +16.6% | +28.1% | -11.5% | +14.8% |
| 1Y | +33.4% | +69.3% | -35.9% | +29.3% |
| 3Y | +79.9% | +247.7% | -167.8% | +67.4% |
| 5Y | +109.0% | +153.4% | -44.4% | +96.4% |
| 10Y | +1,210.4% | +291.3% | +919.2% | +1,103.9% |
| All | +121,410.5% | +483.1% | +120,927.4% | +124,996.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NEM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling