+146.2%
AAPL vs Z
-54.5%
+200.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.4% | +1.7% |
| 7D | +1.8% | -13.1% | +14.8% | +4.5% |
| 30D | +4.3% | +5.9% | -1.6% | +2.6% |
| 3M | +16.6% | -13.7% | +30.3% | +19.0% |
| 6M | +21.6% | -27.1% | +48.7% | +27.9% |
| YTD | +31.2% | -56.8% | +88.0% | +52.3% |
| 1Y | +29.6% | -60.2% | +89.8% | +52.8% |
| 3Y | +93.1% | -19.7% | +112.8% | +86.5% |
| 5Y | +146.2% | -53.7% | +199.9% | +145.0% |
| All | +146.2% | -54.5% | +200.7% | +145.0% |
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 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