+144.3%
AAPL vs PL
+84.9%
+59.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.4% |
| 7D | +0.1% | -9.3% | +9.4% | +0.7% |
| 30D | +3.0% | -18.9% | +21.9% | +4.3% |
| 3M | +2.9% | -58.4% | +61.3% | +8.6% |
| 6M | +22.1% | -30.3% | +52.4% | +22.8% |
| YTD | +18.0% | -8.1% | +26.1% | +15.4% |
| 1Y | +33.9% | +180.5% | -146.6% | +16.5% |
| 3Y | +71.2% | +444.1% | -373.0% | +30.6% |
| 5Y | +112.6% | +83.0% | +29.6% | +68.8% |
| All | +144.3% | +84.9% | +59.4% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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