+95.3%
AAPL vs USFR
+14.4%
+80.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.1% | +0.1% | +4.1% | +4.2% |
| 30D | +4.0% | +0.4% | +3.6% | +4.4% |
| 3M | +16.8% | +1.1% | +15.7% | +17.9% |
| 6M | +19.4% | +2.0% | +17.4% | +21.4% |
| YTD | +31.5% | +3.5% | +28.0% | +32.1% |
| 1Y | +31.0% | +4.1% | +26.9% | +29.6% |
| 3Y | +95.3% | +14.4% | +80.9% | +120.9% |
| All | +95.3% | +14.4% | +80.9% | +120.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling