+82.6%
AAPL vs STM
+23.1%
+59.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.9% |
| 7D | +0.1% | +5.8% | -5.7% | -1.0% |
| 30D | +3.0% | -1.0% | +4.0% | +2.9% |
| 3M | +2.9% | -33.3% | +36.2% | +10.1% |
| 6M | +22.1% | +57.4% | -35.3% | +3.4% |
| YTD | +18.0% | +102.2% | -84.2% | -7.3% |
| 1Y | +33.9% | +99.6% | -65.7% | +4.6% |
| All | +82.6% | +23.1% | +59.5% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling