+1,084.0%
AAPL vs XYZ
+615.2%
+468.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.4% |
| 7D | -2.7% | +2.9% | -5.6% | -3.4% |
| 30D | +1.0% | +1.4% | -0.4% | +0.5% |
| 3M | +5.0% | +14.6% | -9.6% | +1.3% |
| 6M | +23.0% | +20.8% | +2.3% | +16.7% |
| YTD | +16.6% | +23.1% | -6.4% | +9.0% |
| 1Y | +33.4% | +5.6% | +27.8% | +28.5% |
| 3Y | +79.9% | +50.9% | +29.0% | +49.4% |
| 5Y | +109.0% | -68.6% | +177.6% | +133.7% |
| 10Y | +1,210.4% | +580.0% | +630.5% | +703.0% |
| All | +1,084.0% | +615.2% | +468.8% | +594.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling