+45.0%
AAPL vs NEM
+64.8%
-19.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | +3.8% | -1.0% | +4.8% | +3.9% |
| 30D | +9.9% | +7.8% | +2.1% | +9.5% |
| 3M | +12.5% | +30.2% | -17.7% | +11.2% |
| 6M | +27.6% | +9.6% | +18.0% | +26.3% |
| YTD | +22.6% | +27.8% | -5.3% | +21.0% |
| 1Y | +45.0% | +60.7% | -15.7% | +31.9% |
| All | +45.0% | +64.8% | -19.9% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling