+127.8%
AAPL vs NTR
+45.7%
+82.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +3.8% | -1.3% | +5.1% | +4.0% |
| 30D | +9.9% | +16.8% | -6.8% | +7.6% |
| 3M | +12.5% | +20.7% | -8.3% | +9.6% |
| 6M | +27.6% | +0.5% | +27.1% | +27.0% |
| YTD | +22.6% | +29.2% | -6.6% | +17.0% |
| 1Y | +45.0% | +39.6% | +5.4% | +36.4% |
| 3Y | +87.8% | +37.9% | +49.9% | +74.8% |
| All | +127.8% | +45.7% | +82.1% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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