+1,137.7%
AAPL vs VST
+1,175.7%
-38.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -3.1% |
| 7D | +0.1% | +8.9% | -8.8% | -1.3% |
| 30D | +3.0% | +6.2% | -3.2% | +1.9% |
| 3M | +2.9% | -2.7% | +5.6% | +2.7% |
| 6M | +22.1% | -8.4% | +30.5% | +22.4% |
| YTD | +18.0% | -7.2% | +25.2% | +17.3% |
| 1Y | +33.9% | -20.9% | +54.8% | +35.9% |
| 3Y | +71.2% | +384.0% | -312.8% | +3.8% |
| 5Y | +112.6% | +757.1% | -644.5% | +9.6% |
| All | +1,137.7% | +1,175.7% | -38.0% | +481.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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