+109.0%
AAPL vs XRT
-1.7%
+110.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | 0.0% |
| 7D | -2.7% | -0.3% | -2.5% | -2.6% |
| 30D | +1.0% | -5.6% | +6.6% | +4.1% |
| 3M | +5.0% | +2.5% | +2.4% | +3.3% |
| 6M | +23.0% | +3.7% | +19.4% | +20.2% |
| YTD | +16.6% | +1.0% | +15.7% | +15.4% |
| 1Y | +33.4% | -1.2% | +34.6% | +33.1% |
| 3Y | +79.9% | +43.4% | +36.5% | +43.6% |
| 5Y | +109.0% | -0.7% | +109.8% | +90.6% |
| All | +109.0% | -1.7% | +110.7% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 5y: compounded portfolio wealth divided by compounded XRT 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…
5y analysis · Full analysis span regression · 6 months rolling