+29.6%
AAPL vs SM
+72.9%
-43.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.5% | +2.5% |
| 7D | +1.8% | +0.3% | +1.4% | +1.8% |
| 30D | +4.3% | -17.3% | +21.6% | +3.0% |
| 3M | +16.6% | -3.6% | +20.2% | +16.5% |
| 6M | +21.6% | +2.9% | +18.7% | +22.2% |
| YTD | +31.2% | +70.2% | -39.0% | +28.9% |
| 1Y | +29.6% | +66.5% | -37.0% | +27.8% |
| All | +29.6% | +72.9% | -43.4% | +27.8% |
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