+1,933.0%
AAPL vs USFR
+27.5%
+1,905.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +3.0% | +0.3% | +2.7% | +2.9% |
| 3M | +2.9% | +1.0% | +1.9% | +2.8% |
| 6M | +22.1% | +1.9% | +20.2% | +21.8% |
| YTD | +18.0% | +2.6% | +15.4% | +17.6% |
| 1Y | +33.9% | +4.0% | +29.9% | +33.2% |
| 3Y | +71.2% | +14.1% | +57.1% | +68.1% |
| 5Y | +112.6% | +20.4% | +92.2% | +107.0% |
| 10Y | +1,198.8% | +28.0% | +1,170.8% | +1,156.6% |
| All | +1,933.0% | +27.5% | +1,905.5% | +1,862.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling