+1,278.0%
AAPL vs SPYM
+325.3%
+952.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.7% |
| 7D | +3.8% | -0.8% | +4.6% | +4.8% |
| 30D | +9.9% | -1.1% | +11.0% | +11.3% |
| 3M | +12.5% | +3.9% | +8.6% | +7.0% |
| 6M | +27.6% | +13.6% | +14.0% | +8.7% |
| YTD | +22.6% | +12.7% | +9.8% | +5.4% |
| 1Y | +45.0% | +17.6% | +27.4% | +18.3% |
| 3Y | +87.8% | +77.2% | +10.5% | -6.7% |
| 5Y | +128.7% | +84.1% | +44.5% | +10.0% |
| All | +1,278.0% | +325.3% | +952.7% | +191.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling