+1,254.4%
AAPL vs Z
-6.2%
+1,260.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.8% | +6.3% | +4.1% |
| 7D | -0.5% | -11.6% | +11.1% | +1.8% |
| 30D | +7.1% | -8.5% | +15.6% | +8.7% |
| 3M | +12.1% | -7.9% | +20.0% | +13.3% |
| 6M | +25.4% | -29.1% | +54.5% | +32.6% |
| YTD | +20.5% | -54.2% | +74.6% | +37.7% |
| 1Y | +44.5% | -63.5% | +108.1% | +71.8% |
| 3Y | +85.8% | -38.6% | +124.4% | +93.0% |
| 5Y | +124.8% | -66.0% | +190.7% | +145.1% |
| All | +1,254.4% | -6.2% | +1,260.6% | +1,024.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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