+124,890.4%
AAPL vs XLB
+825.1%
+124,065.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.7% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +4.1% | +5.3% | -1.2% | +0.8% |
| 3M | +17.5% | 0.0% | +17.5% | +17.3% |
| 6M | +20.6% | +1.2% | +19.4% | +19.1% |
| YTD | +31.0% | +16.9% | +14.1% | +17.8% |
| 1Y | +30.2% | +20.9% | +9.3% | +14.5% |
| 3Y | +92.9% | +43.3% | +49.5% | +52.4% |
| 5Y | +142.4% | +28.3% | +114.1% | +105.0% |
| 10Y | +1,324.9% | +165.3% | +1,159.6% | +671.0% |
| All | +124,890.4% | +825.1% | +124,065.3% | +36,345.1% |
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