+82.0%
AAPL vs SM
-6.2%
+88.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.2% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +3.0% | +26.3% | -23.3% | +0.1% |
| 3M | +2.9% | +8.7% | -5.8% | +1.5% |
| 6M | +22.1% | +51.7% | -29.6% | +13.1% |
| YTD | +18.0% | +99.0% | -81.0% | +3.6% |
| 1Y | +33.9% | +34.6% | -0.7% | +26.2% |
| All | +82.0% | -6.2% | +88.2% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling