+17,077.1%
AAPL vs SPYM
+829.4%
+16,247.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +3.0% | +0.1% | +2.9% | +2.9% |
| 3M | +2.9% | +2.0% | +0.9% | +0.4% |
| 6M | +22.1% | +13.1% | +9.0% | +7.3% |
| YTD | +18.0% | +13.6% | +4.4% | +3.2% |
| 1Y | +33.9% | +20.1% | +13.9% | +10.6% |
| 3Y | +71.2% | +77.6% | -6.4% | -4.0% |
| 5Y | +112.6% | +82.5% | +30.1% | +18.1% |
| 10Y | +1,198.8% | +317.6% | +881.2% | +250.8% |
| All | +17,077.1% | +829.4% | +16,247.7% | +2,784.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling