+112,509.3%
AAPL vs XLB
+822.6%
+111,686.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | +0.1% | -1.4% | +1.5% | +0.9% |
| 30D | +3.0% | -0.4% | +3.4% | +3.1% |
| 3M | +2.9% | +2.0% | +0.9% | +1.4% |
| 6M | +22.1% | +1.8% | +20.3% | +20.2% |
| YTD | +18.0% | +16.6% | +1.4% | +6.4% |
| 1Y | +33.9% | +16.9% | +17.0% | +20.3% |
| 3Y | +71.2% | +32.6% | +38.6% | +41.9% |
| 5Y | +112.6% | +35.6% | +77.0% | +74.0% |
| 10Y | +1,198.8% | +160.0% | +1,038.7% | +610.8% |
| All | +112,509.3% | +822.6% | +111,686.7% | +32,824.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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