+138.1%
AAPL vs S
-66.6%
+204.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.0% | -5.6% | +1.1% |
| 7D | +3.7% | +1.6% | +2.1% | +3.3% |
| 30D | +4.2% | -10.5% | +14.6% | +5.7% |
| 3M | +12.0% | +9.9% | +2.1% | +9.1% |
| 6M | +19.8% | +41.8% | -22.0% | +11.0% |
| YTD | +29.3% | +56.8% | -27.5% | +16.8% |
| 1Y | +31.1% | +39.0% | -7.9% | +20.6% |
| 3Y | +94.9% | +53.8% | +41.0% | +69.0% |
| 5Y | +138.1% | -68.6% | +206.6% | +142.4% |
| All | +138.1% | -66.6% | +204.7% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling