+1,361.6%
AAPL vs SPGI
+329.2%
+1,032.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.6% |
| 7D | +3.2% | -0.8% | +4.0% | +3.7% |
| 30D | +4.1% | +14.3% | -10.2% | -3.4% |
| 3M | +17.5% | +14.5% | +3.0% | +8.6% |
| 6M | +20.6% | +17.3% | +3.3% | +9.0% |
| YTD | +31.0% | -4.6% | +35.6% | +31.0% |
| 1Y | +30.2% | +0.8% | +29.5% | +25.8% |
| 3Y | +92.9% | +28.8% | +64.1% | +57.8% |
| 5Y | +142.4% | +14.0% | +128.5% | +109.4% |
| All | +1,361.6% | +329.2% | +1,032.4% | +535.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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