+1,244.3%
AAPL vs Z
+4.2%
+1,240.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | +3.1% | -4.9% | +8.0% | +4.1% |
| 30D | +4.0% | +3.0% | +1.0% | +2.9% |
| 3M | +17.4% | -13.4% | +30.8% | +19.6% |
| 6M | +20.5% | -27.3% | +47.8% | +26.4% |
| YTD | +30.9% | -57.8% | +88.7% | +50.7% |
| 1Y | +30.1% | -60.0% | +90.1% | +51.1% |
| 3Y | +92.7% | -21.5% | +114.2% | +89.9% |
| 5Y | +142.2% | -55.0% | +197.2% | +153.2% |
| 10Y | +1,323.9% | -18.8% | +1,342.6% | +1,082.0% |
| All | +1,244.3% | +4.2% | +1,240.1% | +942.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling