+138.1%
AAPL vs SPGI
+12.2%
+125.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.1% |
| 7D | +3.7% | -0.9% | +4.5% | +4.1% |
| 30D | +4.2% | +15.5% | -11.3% | -2.9% |
| 3M | +12.0% | +15.7% | -3.6% | +4.1% |
| 6M | +19.8% | +19.1% | +0.7% | +8.9% |
| YTD | +29.3% | -4.1% | +33.4% | +30.3% |
| 1Y | +31.1% | +1.2% | +29.9% | +27.6% |
| 3Y | +94.9% | +31.6% | +63.3% | +57.3% |
| 5Y | +138.1% | +12.4% | +125.6% | +101.5% |
| All | +138.1% | +12.2% | +125.9% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling