+8,150.1%
AAPL vs V
+2,773.8%
+5,376.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.0% |
| 7D | +0.1% | -1.7% | +1.8% | +1.0% |
| 30D | +3.0% | +2.0% | +1.0% | +1.8% |
| 3M | +2.9% | +17.4% | -14.5% | -5.6% |
| 6M | +22.1% | +17.5% | +4.6% | +11.3% |
| YTD | +18.0% | +7.6% | +10.4% | +12.5% |
| 1Y | +33.9% | +7.7% | +26.2% | +27.2% |
| 3Y | +71.2% | +54.7% | +16.5% | +33.1% |
| 5Y | +112.6% | +73.0% | +39.6% | +54.6% |
| 10Y | +1,198.8% | +390.9% | +807.9% | +479.7% |
| All | +8,150.1% | +2,773.8% | +5,376.3% | +1,450.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling