+120,541.1%
AAPL vs STM
+2,285.7%
+118,255.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -3.2% |
| 7D | +0.1% | +5.8% | -5.7% | -1.9% |
| 30D | +3.0% | -1.0% | +4.0% | +2.9% |
| 3M | +2.9% | -33.3% | +36.2% | +14.5% |
| 6M | +22.1% | +57.4% | -35.3% | -2.4% |
| YTD | +18.0% | +102.2% | -84.2% | -14.7% |
| 1Y | +33.9% | +99.6% | -65.7% | -3.9% |
| 3Y | +71.2% | +14.5% | +56.7% | +42.0% |
| 5Y | +112.6% | +21.4% | +91.2% | +67.8% |
| 10Y | +1,198.8% | +695.0% | +503.8% | +372.4% |
| All | +120,541.1% | +2,285.7% | +118,255.4% | +32,498.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling