+136,266.0%
AAPL vs ROL
+9,602.3%
+126,663.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.3% |
| 7D | +3.1% | -1.7% | +4.8% | +3.7% |
| 30D | +4.0% | +18.5% | -14.5% | -2.5% |
| 3M | +17.4% | +4.3% | +13.1% | +15.0% |
| 6M | +20.5% | -27.7% | +48.2% | +34.1% |
| YTD | +30.9% | -35.8% | +66.7% | +51.7% |
| 1Y | +30.1% | -34.1% | +64.2% | +49.2% |
| 3Y | +92.7% | +2.9% | +89.8% | +84.5% |
| 5Y | +142.2% | +12.7% | +129.5% | +119.6% |
| 10Y | +1,323.9% | +212.6% | +1,111.3% | +769.0% |
| All | +136,266.0% | +9,602.3% | +126,663.7% | +25,241.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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