+133.0%
AAPL vs STM
-15.6%
+148.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -5.0% | -1.7% |
| 7D | -0.7% | -10.7% | +10.1% | +1.9% |
| 30D | +1.7% | -25.7% | +27.4% | +9.2% |
| 3M | +9.7% | -21.6% | +31.2% | +15.3% |
| 6M | +19.3% | -27.8% | +47.1% | +23.0% |
| YTD | +26.3% | +61.8% | -35.5% | -3.6% |
| 1Y | +27.4% | +78.1% | -50.7% | -6.4% |
| 3Y | +93.6% | +4.9% | +88.7% | +60.4% |
| All | +133.0% | -15.6% | +148.5% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling