+94.4%
AAPL vs RF
+117.2%
-22.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | +3.1% | +0.4% | +2.8% | +3.0% |
| 30D | +4.0% | +5.6% | -1.6% | +2.1% |
| 3M | +17.4% | -8.9% | +26.3% | +21.0% |
| 6M | +20.5% | +7.1% | +13.4% | +17.0% |
| YTD | +30.9% | +8.3% | +22.6% | +26.3% |
| 1Y | +30.1% | +16.8% | +13.3% | +22.0% |
| All | +94.4% | +117.2% | -22.8% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling