+632.0%
AAPL vs XLC
+143.7%
+488.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.4% |
| 7D | +0.1% | -0.8% | +0.9% | +0.9% |
| 30D | +3.0% | +1.0% | +1.9% | +1.9% |
| 3M | +2.9% | -0.7% | +3.6% | +3.0% |
| 6M | +22.1% | -5.1% | +27.2% | +27.4% |
| YTD | +18.0% | -4.3% | +22.3% | +21.9% |
| 1Y | +33.9% | -0.6% | +34.5% | +33.1% |
| 3Y | +71.2% | +72.7% | -1.5% | -1.4% |
| 5Y | +112.6% | +38.0% | +74.6% | +53.4% |
| All | +632.0% | +143.7% | +488.2% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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