+1,254.4%
AAPL vs PM
+217.1%
+1,037.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +2.8% |
| 7D | -0.5% | +1.9% | -2.4% | -1.1% |
| 30D | +7.1% | +1.9% | +5.2% | +6.4% |
| 3M | +12.1% | +4.6% | +7.5% | +10.2% |
| 6M | +25.4% | +11.7% | +13.8% | +20.1% |
| YTD | +20.5% | +20.4% | +0.1% | +12.2% |
| 1Y | +44.5% | +19.0% | +25.6% | +34.6% |
| 3Y | +85.8% | +130.4% | -44.6% | +29.8% |
| 5Y | +124.8% | +131.5% | -6.7% | +54.8% |
| All | +1,254.4% | +217.1% | +1,037.3% | +680.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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