+1,237.1%
AAPL vs V
+378.5%
+858.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.1% |
| 7D | -3.0% | -2.9% | -0.1% | -1.1% |
| 30D | +2.3% | +1.9% | +0.4% | +0.9% |
| 3M | +8.6% | +13.2% | -4.6% | -0.2% |
| 6M | +21.6% | +16.7% | +4.8% | +8.6% |
| YTD | +16.3% | +5.4% | +10.9% | +10.9% |
| 1Y | +35.1% | +7.7% | +27.4% | +26.4% |
| 3Y | +79.4% | +52.0% | +27.4% | +30.1% |
| 5Y | +109.8% | +67.7% | +42.1% | +39.5% |
| 10Y | +1,237.1% | +384.8% | +852.3% | +354.5% |
| All | +1,237.1% | +378.5% | +858.6% | +354.5% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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