+1,278.0%
AAPL vs NTRS
+259.9%
+1,018.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.3% |
| 7D | +3.8% | +1.4% | +2.5% | +3.3% |
| 30D | +9.9% | -0.7% | +10.6% | +10.2% |
| 3M | +12.5% | +11.3% | +1.2% | +7.5% |
| 6M | +27.6% | +35.5% | -7.9% | +12.1% |
| YTD | +22.6% | +40.6% | -18.0% | +5.6% |
| 1Y | +45.0% | +49.2% | -4.2% | +21.7% |
| 3Y | +87.8% | +167.2% | -79.5% | +22.0% |
| 5Y | +128.7% | +94.9% | +33.7% | +65.3% |
| All | +1,278.0% | +259.9% | +1,018.1% | +733.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling