+1,367.3%
AAPL vs SO
+197.2%
+1,170.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | +4.1% | +1.4% | +2.8% | +3.7% |
| 30D | +4.0% | +4.7% | -0.8% | +2.3% |
| 3M | +16.8% | +1.7% | +15.1% | +16.0% |
| 6M | +19.4% | +2.2% | +17.2% | +18.2% |
| YTD | +31.5% | +10.0% | +21.5% | +26.4% |
| 1Y | +31.0% | +6.0% | +24.9% | +27.4% |
| 3Y | +95.3% | +54.1% | +41.2% | +61.7% |
| 5Y | +143.4% | +79.6% | +63.7% | +88.0% |
| All | +1,367.3% | +197.2% | +1,170.2% | +921.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling