+109.0%
AAPL vs SO
+61.3%
+47.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -2.7% | +1.0% | -3.8% | -3.0% |
| 30D | +1.0% | -3.2% | +4.2% | +1.7% |
| 3M | +5.0% | -1.7% | +6.7% | +5.3% |
| 6M | +23.0% | -7.2% | +30.2% | +24.9% |
| YTD | +16.6% | +4.6% | +12.1% | +14.7% |
| 1Y | +33.4% | +1.2% | +32.2% | +32.0% |
| 3Y | +79.9% | +45.3% | +34.6% | +53.2% |
| 5Y | +109.0% | +58.7% | +50.3% | +78.4% |
| All | +109.0% | +61.3% | +47.7% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling