+109.4%
AAPL vs RF
+89.8%
+19.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +0.1% | +1.3% | -1.2% | -0.4% |
| 30D | +3.0% | -3.6% | +6.6% | +4.1% |
| 3M | +2.9% | +8.1% | -5.2% | 0.0% |
| 6M | +22.1% | +11.5% | +10.6% | +17.2% |
| YTD | +18.0% | +15.6% | +2.4% | +11.8% |
| 1Y | +33.9% | +15.7% | +18.3% | +26.5% |
| 3Y | +71.2% | +86.9% | -15.7% | +36.2% |
| All | +109.4% | +89.8% | +19.5% | +62.6% |
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 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