+122,851.5%
AAPL vs STT
+7,372.9%
+115,478.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +0.1% | +0.5% | -0.4% | -0.1% |
| 30D | +3.0% | +3.9% | -0.9% | +1.7% |
| 3M | +2.9% | +20.0% | -17.1% | -3.0% |
| 6M | +22.1% | +55.3% | -33.2% | +6.1% |
| YTD | +18.0% | +53.3% | -35.3% | +2.8% |
| 1Y | +33.9% | +74.7% | -40.8% | +11.9% |
| 3Y | +71.2% | +205.8% | -134.7% | +19.7% |
| 5Y | +112.6% | +145.0% | -32.4% | +55.3% |
| 10Y | +1,198.8% | +266.0% | +932.8% | +694.4% |
| All | +122,851.5% | +7,372.9% | +115,478.5% | +20,581.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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