+1,306.6%
AAPL vs T
+55.0%
+1,251.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.8% |
| 7D | +5.0% | +2.6% | +2.4% | +4.3% |
| 30D | +3.5% | -1.1% | +4.6% | +3.6% |
| 3M | +13.1% | -7.7% | +20.8% | +15.2% |
| 6M | +19.0% | -10.6% | +29.7% | +22.1% |
| YTD | +28.5% | -7.5% | +36.0% | +29.6% |
| 1Y | +29.7% | -7.4% | +37.1% | +30.7% |
| 3Y | +89.2% | +63.1% | +26.2% | +53.0% |
| 5Y | +141.2% | +55.2% | +86.0% | +93.7% |
| 10Y | +1,306.6% | +58.8% | +1,247.8% | +1,005.3% |
| All | +1,306.6% | +55.0% | +1,251.6% | +1,005.3% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 10y: compounded portfolio wealth divided by compounded T 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…
10y analysis · Full analysis span regression · 6 months rolling