+19,829.7%
AAPL vs XRT
+537.3%
+19,292.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.9% |
| 7D | +3.2% | -0.4% | +3.6% | +3.4% |
| 30D | +4.1% | +7.5% | -3.5% | -0.3% |
| 3M | +17.5% | +2.3% | +15.2% | +15.6% |
| 6M | +20.6% | +12.8% | +7.7% | +11.9% |
| YTD | +31.0% | +7.1% | +23.9% | +24.9% |
| 1Y | +30.2% | +12.3% | +18.0% | +20.6% |
| 3Y | +92.9% | +57.0% | +35.9% | +44.9% |
| 5Y | +142.4% | -4.3% | +146.7% | +135.9% |
| 10Y | +1,324.9% | +136.7% | +1,188.3% | +635.7% |
| All | +19,829.7% | +537.3% | +19,292.4% | +4,860.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling