+8,341.5%
AAPL vs PM
+752.6%
+7,588.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.6% | -1.7% |
| 7D | +0.1% | -4.9% | +5.0% | +2.2% |
| 30D | +3.0% | -3.4% | +6.4% | +4.4% |
| 3M | +2.9% | +5.2% | -2.3% | +0.3% |
| 6M | +22.1% | +3.7% | +18.4% | +18.9% |
| YTD | +18.0% | +15.8% | +2.3% | +9.2% |
| 1Y | +33.9% | +17.4% | +16.6% | +22.4% |
| 3Y | +71.2% | +116.9% | -45.8% | +13.0% |
| 5Y | +112.6% | +117.3% | -4.7% | +38.0% |
| 10Y | +1,198.8% | +193.8% | +1,005.0% | +582.2% |
| All | +8,341.5% | +752.6% | +7,588.9% | +2,155.8% |
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 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