+1,367.3%
AAPL vs UL
+109.3%
+1,258.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +4.1% | +1.1% | +3.0% | +3.7% |
| 30D | +4.0% | +4.5% | -0.5% | +2.3% |
| 3M | +16.8% | +6.5% | +10.3% | +14.0% |
| 6M | +19.4% | +18.2% | +1.2% | +12.0% |
| YTD | +31.5% | +4.7% | +26.8% | +28.3% |
| 1Y | +31.0% | +0.8% | +30.2% | +29.4% |
| 3Y | +95.3% | +35.9% | +59.4% | +68.0% |
| 5Y | +143.4% | +33.4% | +109.9% | +106.9% |
| All | +1,367.3% | +109.3% | +1,258.0% | +1,066.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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