+138.1%
AAPL vs PM
+160.6%
-22.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.9% |
| 7D | +3.7% | -7.3% | +10.9% | +5.2% |
| 30D | +4.2% | -4.0% | +8.2% | +5.0% |
| 3M | +12.0% | +2.7% | +9.3% | +11.3% |
| 6M | +19.8% | +14.9% | +4.9% | +16.4% |
| YTD | +29.3% | +23.5% | +5.8% | +23.6% |
| 1Y | +31.1% | +30.4% | +0.8% | +23.9% |
| 3Y | +94.9% | +143.2% | -48.4% | +47.7% |
| 5Y | +138.1% | +159.5% | -21.4% | +88.5% |
| All | +138.1% | +160.6% | -22.5% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling