+1,276.0%
AAPL vs RF
+277.2%
+998.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.8% |
| 7D | +3.7% | -0.1% | +3.8% | +3.7% |
| 30D | +4.2% | +7.0% | -2.9% | +2.2% |
| 3M | +12.0% | -7.0% | +19.0% | +14.3% |
| 6M | +19.8% | +6.8% | +13.0% | +17.1% |
| YTD | +29.3% | +9.9% | +19.4% | +25.2% |
| 1Y | +31.1% | +21.1% | +10.0% | +23.3% |
| 3Y | +94.9% | +119.6% | -24.8% | +53.1% |
| 5Y | +138.1% | +46.2% | +91.9% | +105.0% |
| 10Y | +1,276.0% | +261.5% | +1,014.5% | +954.6% |
| All | +1,276.0% | +277.2% | +998.8% | +954.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling