+109.0%
AAPL vs Z
-67.0%
+176.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.3% | 0.0% |
| 7D | -2.7% | -3.3% | +0.5% | -2.2% |
| 30D | +1.0% | -3.7% | +4.7% | +1.5% |
| 3M | +5.0% | -7.0% | +11.9% | +5.8% |
| 6M | +23.0% | -29.5% | +52.6% | +30.1% |
| YTD | +16.6% | -52.6% | +69.2% | +32.2% |
| 1Y | +33.4% | -64.0% | +97.4% | +58.8% |
| 3Y | +79.9% | -36.4% | +116.3% | +85.7% |
| 5Y | +109.0% | -65.8% | +174.8% | +103.8% |
| All | +109.0% | -67.0% | +176.0% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling