+111,189.5%
AAPL vs XLF
+412.0%
+110,777.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.4% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | +1.0% | -0.5% | +1.5% | +1.3% |
| 3M | +5.0% | +10.6% | -5.7% | -0.7% |
| 6M | +23.0% | +14.3% | +8.8% | +14.3% |
| YTD | +16.6% | +5.5% | +11.1% | +13.1% |
| 1Y | +33.4% | +9.6% | +23.9% | +26.7% |
| 3Y | +79.9% | +75.2% | +4.7% | +32.6% |
| 5Y | +109.0% | +65.5% | +43.5% | +59.5% |
| 10Y | +1,210.4% | +246.4% | +964.0% | +565.4% |
| All | +111,189.5% | +412.0% | +110,777.5% | +38,330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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