+142.4%
AAPL vs RF
+45.4%
+97.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | +4.1% | +5.6% | -1.5% | +2.2% |
| 3M | +17.5% | -8.9% | +26.4% | +21.0% |
| 6M | +20.6% | +7.1% | +13.5% | +17.3% |
| YTD | +31.0% | +8.3% | +22.7% | +26.6% |
| 1Y | +30.2% | +16.8% | +13.4% | +22.6% |
| 3Y | +92.9% | +115.0% | -22.2% | +46.2% |
| 5Y | +142.4% | +46.4% | +96.0% | +106.3% |
| All | +142.4% | +45.4% | +97.0% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling