+109.8%
AAPL vs PM
+127.1%
-17.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.0% | -1.2% | -1.8% | -2.7% |
| 30D | +2.3% | -0.2% | +2.5% | +2.3% |
| 3M | +8.6% | +4.9% | +3.7% | +7.5% |
| 6M | +21.6% | +9.0% | +12.5% | +19.1% |
| YTD | +16.3% | +17.8% | -1.5% | +12.1% |
| 1Y | +35.1% | +16.8% | +18.2% | +30.2% |
| 3Y | +79.4% | +125.4% | -46.1% | +38.5% |
| 5Y | +109.8% | +128.7% | -18.9% | +62.9% |
| All | +109.8% | +127.1% | -17.3% | +62.9% |
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