+133.0%
AAPL vs USB
+21.6%
+111.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.7% | 0.0% | -0.7% | -0.6% |
| 30D | +1.7% | +5.8% | -4.1% | -0.2% |
| 3M | +9.7% | -6.0% | +15.6% | +11.8% |
| 6M | +19.3% | +7.8% | +11.5% | +15.8% |
| YTD | +26.3% | +14.6% | +11.7% | +19.9% |
| 1Y | +27.4% | +31.8% | -4.4% | +15.3% |
| 3Y | +93.6% | +91.5% | +2.1% | +54.3% |
| All | +133.0% | +21.6% | +111.4% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 5y: compounded portfolio wealth divided by compounded USB 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…
5y analysis · Full analysis span regression · 6 months rolling