+29.9%
AAPL vs SPG
+34.3%
-4.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.9% | +2.4% | +4.7% |
| 7D | +1.7% | +8.2% | -6.5% | +0.2% |
| 30D | +5.0% | +13.5% | -8.5% | +2.6% |
| 3M | +13.1% | +2.2% | +10.8% | +12.7% |
| 6M | +26.5% | +15.9% | +10.6% | +22.6% |
| YTD | +28.9% | +27.6% | +1.3% | +22.3% |
| 1Y | +29.9% | +30.9% | -1.0% | +22.8% |
| All | +29.9% | +34.3% | -4.4% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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