+136,369.6%
AAPL vs VMC
+3,476.8%
+132,892.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.3% |
| 7D | +3.2% | -1.7% | +4.9% | +3.7% |
| 30D | +4.1% | +15.3% | -11.2% | -0.3% |
| 3M | +17.5% | +0.3% | +17.2% | +17.1% |
| 6M | +20.6% | +0.9% | +19.7% | +19.4% |
| YTD | +31.0% | -1.0% | +32.0% | +29.6% |
| 1Y | +30.2% | -4.3% | +34.6% | +30.0% |
| 3Y | +92.9% | +35.3% | +57.5% | +71.5% |
| 5Y | +142.4% | +44.4% | +98.0% | +110.2% |
| 10Y | +1,324.9% | +128.0% | +1,196.9% | +917.1% |
| All | +136,369.6% | +3,476.8% | +132,892.8% | +50,760.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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