+124.8%
AAPL vs SPYM
+80.5%
+44.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +4.3% |
| 7D | -0.5% | -2.0% | +1.5% | +1.9% |
| 30D | +7.1% | -1.6% | +8.7% | +9.1% |
| 3M | +12.1% | +4.7% | +7.3% | +5.5% |
| 6M | +25.4% | +12.6% | +12.9% | +7.9% |
| YTD | +20.5% | +11.8% | +8.7% | +4.5% |
| 1Y | +44.5% | +17.5% | +27.0% | +17.6% |
| 3Y | +85.8% | +77.0% | +8.8% | -9.5% |
| 5Y | +124.8% | +82.6% | +42.2% | +6.2% |
| All | +124.8% | +80.5% | +44.3% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling