+84.5%
AAPL vs XYZ
+46.5%
+38.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.6% |
| 7D | -0.5% | -5.2% | +4.7% | +0.4% |
| 30D | +7.1% | 0.0% | +7.1% | +6.9% |
| 3M | +12.1% | +18.7% | -6.6% | +8.7% |
| 6M | +25.4% | +20.5% | +4.9% | +20.8% |
| YTD | +20.5% | +21.5% | -1.0% | +15.3% |
| 1Y | +44.5% | +7.2% | +37.3% | +41.1% |
| All | +84.5% | +46.5% | +38.0% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling