+1,306.6%
AAPL vs STM
+431.2%
+875.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +5.0% | -7.9% | +12.9% | +7.3% |
| 30D | +3.5% | -14.1% | +17.7% | +7.7% |
| 3M | +13.1% | -17.6% | +30.7% | +18.2% |
| 6M | +19.0% | -24.2% | +43.3% | +22.3% |
| YTD | +28.5% | +73.3% | -44.8% | -5.2% |
| 1Y | +29.7% | +90.1% | -60.4% | -8.0% |
| 3Y | +89.2% | +10.3% | +78.9% | +54.2% |
| 5Y | +141.2% | -5.7% | +146.9% | +101.2% |
| 10Y | +1,306.6% | +444.1% | +862.5% | +600.6% |
| All | +1,306.6% | +431.2% | +875.4% | +600.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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