+142.4%
AAPL vs SPG
+83.3%
+59.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +3.2% | +3.1% | +0.1% | +1.7% |
| 30D | +4.1% | +16.4% | -12.4% | -3.0% |
| 3M | +17.5% | +7.1% | +10.4% | +13.8% |
| 6M | +20.6% | +16.1% | +4.5% | +11.9% |
| YTD | +31.0% | +30.4% | +0.5% | +14.5% |
| 1Y | +30.2% | +33.0% | -2.8% | +12.7% |
| 3Y | +92.9% | +134.6% | -41.8% | +24.0% |
| 5Y | +142.4% | +84.9% | +57.5% | +63.7% |
| All | +142.4% | +83.3% | +59.1% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling