+9,094.4%
AAPL vs PM
+815.1%
+8,279.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | +5.0% | -6.6% | +11.6% | +8.0% |
| 30D | +3.5% | -3.4% | +7.0% | +4.9% |
| 3M | +13.1% | +5.3% | +7.7% | +10.2% |
| 6M | +19.0% | +15.5% | +3.5% | +10.9% |
| YTD | +28.5% | +24.3% | +4.3% | +15.2% |
| 1Y | +29.7% | +29.7% | 0.0% | +13.8% |
| 3Y | +89.2% | +144.9% | -55.7% | +18.2% |
| 5Y | +141.2% | +159.0% | -17.8% | +44.0% |
| 10Y | +1,306.6% | +250.9% | +1,055.7% | +574.2% |
| All | +9,094.4% | +815.1% | +8,279.3% | +2,278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling