+16,875.8%
AAPL vs SPYM
+824.3%
+16,051.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.6% |
| 7D | -2.7% | +0.6% | -3.3% | -3.3% |
| 30D | +1.0% | -0.9% | +1.9% | +1.9% |
| 3M | +5.0% | +3.9% | +1.1% | +0.6% |
| 6M | +23.0% | +14.5% | +8.5% | +6.7% |
| YTD | +16.6% | +13.0% | +3.6% | +2.6% |
| 1Y | +33.4% | +19.4% | +14.0% | +10.8% |
| 3Y | +79.9% | +78.9% | +1.0% | +0.2% |
| 5Y | +109.0% | +82.3% | +26.7% | +16.3% |
| 10Y | +1,210.4% | +314.7% | +895.7% | +256.4% |
| All | +16,875.8% | +824.3% | +16,051.5% | +2,766.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPYM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling