+35.1%
AAPL vs Z
-64.1%
+99.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -3.0% | -7.1% | +4.1% | -2.2% |
| 30D | +2.3% | -4.8% | +7.1% | +2.8% |
| 3M | +8.6% | -9.3% | +18.0% | +8.8% |
| 6M | +21.6% | -29.0% | +50.5% | +23.6% |
| YTD | +16.3% | -52.9% | +69.2% | +19.4% |
| 1Y | +35.1% | -63.1% | +98.2% | +35.0% |
| All | +35.1% | -64.1% | +99.2% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling