+109.8%
AAPL vs O
+12.6%
+97.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -3.0% | -2.3% | -0.7% | -2.1% |
| 30D | +2.3% | -2.4% | +4.7% | +3.2% |
| 3M | +8.6% | -0.6% | +9.2% | +8.8% |
| 6M | +21.6% | -5.0% | +26.6% | +23.7% |
| YTD | +16.3% | +10.4% | +5.9% | +11.5% |
| 1Y | +35.1% | +6.6% | +28.5% | +31.1% |
| 3Y | +79.4% | +28.4% | +51.0% | +57.8% |
| 5Y | +109.8% | +15.3% | +94.6% | +96.5% |
| All | +109.8% | +12.6% | +97.3% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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