+1,210.4%
AAPL vs P
+712.4%
+498.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | -2.7% | +7.8% | -10.6% | -4.4% |
| 30D | +1.0% | +12.3% | -11.3% | -2.3% |
| 3M | +5.0% | +37.1% | -32.1% | -3.8% |
| 6M | +23.0% | +66.1% | -43.0% | +6.1% |
| YTD | +16.6% | +50.9% | -34.3% | +1.9% |
| 1Y | +33.4% | +27.2% | +6.2% | +18.8% |
| 3Y | +79.9% | +158.7% | -78.8% | +22.2% |
| 5Y | +109.0% | +291.1% | -182.1% | +22.1% |
| 10Y | +1,210.4% | +715.0% | +495.4% | +511.1% |
| All | +1,210.4% | +712.4% | +498.1% | +511.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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