+1,177.8%
AAPL vs QSR
+206.0%
+971.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | -3.0% | -2.4% | -0.6% | -2.2% |
| 30D | +2.3% | +5.7% | -3.4% | +0.3% |
| 3M | +8.6% | +6.9% | +1.7% | +5.9% |
| 6M | +21.6% | +6.9% | +14.7% | +18.2% |
| YTD | +16.3% | +14.9% | +1.4% | +10.1% |
| 1Y | +35.1% | +29.1% | +6.0% | +22.5% |
| 3Y | +79.4% | +26.1% | +53.2% | +61.6% |
| 5Y | +109.8% | +42.3% | +67.5% | +79.9% |
| 10Y | +1,237.1% | +134.0% | +1,103.1% | +840.4% |
| All | +1,177.8% | +206.0% | +971.9% | +736.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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