+79.9%
AAPL vs S
+13.8%
+66.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.9% |
| 7D | -2.7% | -5.8% | +3.1% | -2.0% |
| 30D | +1.0% | -9.2% | +10.2% | +2.0% |
| 3M | +5.0% | +23.4% | -18.4% | +0.9% |
| 6M | +23.0% | +36.9% | -13.9% | +15.6% |
| YTD | +16.6% | +29.5% | -12.9% | +10.2% |
| 1Y | +33.4% | +5.4% | +28.0% | +30.0% |
| 3Y | +79.9% | +14.7% | +65.2% | +73.0% |
| All | +79.9% | +13.8% | +66.1% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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