+1,254.4%
AAPL vs USFR
+28.0%
+1,226.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.5% | +3.6% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +7.1% | +0.3% | +6.8% | +7.1% |
| 3M | +12.1% | +1.0% | +11.1% | +11.9% |
| 6M | +25.4% | +1.9% | +23.5% | +25.1% |
| YTD | +20.5% | +2.7% | +17.8% | +19.9% |
| 1Y | +44.5% | +4.0% | +40.5% | +43.4% |
| 3Y | +85.8% | +14.1% | +71.7% | +81.3% |
| 5Y | +124.8% | +20.5% | +104.3% | +115.6% |
| All | +1,254.4% | +28.0% | +1,226.3% | +1,201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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