+1,278.0%
AAPL vs XYZ
+610.4%
+667.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +3.8% | -4.3% | +8.1% | +5.0% |
| 30D | +9.9% | +1.2% | +8.7% | +9.4% |
| 3M | +12.5% | +14.6% | -2.2% | +8.3% |
| 6M | +27.6% | +22.6% | +5.1% | +20.3% |
| YTD | +22.6% | +21.7% | +0.9% | +14.5% |
| 1Y | +45.0% | +6.7% | +38.3% | +39.0% |
| 3Y | +87.8% | +46.8% | +40.9% | +55.2% |
| 5Y | +128.7% | -68.0% | +196.7% | +158.1% |
| All | +1,278.0% | +610.4% | +667.6% | +747.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling