+19.7%
AAPL vs SUNB
-4.1%
+23.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.2% |
| 7D | -2.7% | +3.4% | -6.1% | -2.8% |
| 30D | +1.0% | -14.5% | +15.5% | +1.9% |
| 3M | +5.0% | -13.8% | +18.8% | +6.0% |
| 6M | +23.0% | -5.9% | +28.9% | +21.0% |
| All | +19.7% | -4.1% | +23.7% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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