+29.9%
AAPL vs SM
+70.4%
-40.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -15.3% | +20.6% | +4.2% |
| 7D | +1.7% | -21.5% | +23.1% | +0.2% |
| 30D | +5.0% | -11.4% | +16.4% | +4.2% |
| 3M | +13.1% | +0.6% | +12.4% | +13.4% |
| 6M | +26.5% | +0.2% | +26.2% | +26.8% |
| YTD | +28.9% | +69.7% | -40.7% | +25.8% |
| 1Y | +29.9% | +71.6% | -41.7% | +26.7% |
| All | +29.9% | +70.4% | -40.5% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling