+122,851.5%
AAPL vs NEM
+487.7%
+122,363.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.4% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +3.0% | +23.1% | -20.1% | +1.9% |
| 3M | +2.9% | +18.5% | -15.6% | +1.9% |
| 6M | +22.1% | +7.8% | +14.3% | +21.3% |
| YTD | +18.0% | +29.1% | -11.1% | +16.1% |
| 1Y | +33.9% | +72.7% | -38.7% | +29.6% |
| 3Y | +71.2% | +248.7% | -177.6% | +59.2% |
| 5Y | +112.6% | +148.7% | -36.1% | +99.9% |
| 10Y | +1,198.8% | +304.8% | +894.0% | +1,091.7% |
| All | +122,851.5% | +487.7% | +122,363.8% | +126,431.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling