+109.0%
AAPL vs STM
+20.9%
+88.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -2.7% | +5.2% | -7.9% | -4.2% |
| 30D | +1.0% | -7.4% | +8.4% | +2.9% |
| 3M | +5.0% | -30.6% | +35.6% | +13.9% |
| 6M | +23.0% | +66.4% | -43.3% | -3.0% |
| YTD | +16.6% | +101.1% | -84.5% | -14.9% |
| 1Y | +33.4% | +97.4% | -63.9% | -3.2% |
| 3Y | +79.9% | +21.1% | +58.7% | +46.8% |
| 5Y | +109.0% | +22.5% | +86.5% | +60.7% |
| All | +109.0% | +20.9% | +88.1% | +60.7% |
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