+1,183.9%
AAPL vs P
+485.4%
+698.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.8% |
| 7D | +0.1% | +6.5% | -6.5% | -1.2% |
| 30D | +3.0% | +18.8% | -15.9% | -1.4% |
| 3M | +2.9% | +26.7% | -23.9% | -3.7% |
| 6M | +22.1% | +62.2% | -40.1% | +6.8% |
| YTD | +18.0% | +48.5% | -30.5% | +4.3% |
| 1Y | +33.9% | +26.4% | +7.5% | +20.3% |
| 3Y | +71.2% | +159.4% | -88.2% | +19.8% |
| 5Y | +112.6% | +275.8% | -163.2% | +31.5% |
| 10Y | +1,198.8% | +732.0% | +466.8% | +557.0% |
| All | +1,183.9% | +485.4% | +698.5% | +558.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling