+1,254.4%
AAPL vs SPY
+318.9%
+935.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +4.3% |
| 7D | -0.5% | -2.0% | +1.5% | +1.9% |
| 30D | +7.1% | -1.7% | +8.8% | +9.2% |
| 3M | +12.1% | +4.7% | +7.4% | +5.5% |
| 6M | +25.4% | +12.5% | +12.9% | +8.0% |
| YTD | +20.5% | +11.7% | +8.7% | +4.6% |
| 1Y | +44.5% | +17.5% | +27.0% | +17.8% |
| 3Y | +85.8% | +76.6% | +9.2% | -8.2% |
| 5Y | +124.8% | +82.0% | +42.7% | +8.4% |
| All | +1,254.4% | +318.9% | +935.5% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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