aapl msft nvda

The chart shows the growth of an initial investment of $10,000 in aapl msft nvda, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jun 18, 2026, the aapl msft nvda returned 1.57% Year-To-Date and 49.54% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 22, 1999, aapl msft nvda's average daily return is +0.14%, while the average monthly return is +2.95%. At this rate, an investment would double in approximately 2.0 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jan 2001 with a return of +49.8%, while the worst month was Nov 2000 at -25.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.

On a daily basis, aapl msft nvda closed higher 54% of trading days. The best single day was Mar 7, 2000 with a return of +24.1%, while the worst single day was Mar 14, 2000 at -21.1%.

aapl msft nvda has an annualized alpha of 27.25%, beta of 1.38, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since January 22, 1999.

• This portfolio captured 273.00% of S&P 500 Index gains and 125.65% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.45 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

aapl msft nvda has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

aapl msft nvda ranks 12 for risk / return — in the bottom 12% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current aapl msft nvda Sharpe ratio is 1.03 as of Jun 18, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.62 to 2.50, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of aapl msft nvda compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

aapl msft nvda provided a 0.42% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the aapl msft nvda. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the aapl msft nvda was 71.65%, occurring on Nov 20, 2008. Recovery took 1266 trading sessions.

The current aapl msft nvda drawdown is 10.33%.

The chart below shows the rolling one-month volatility.