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Risk-adjusted comparison vs SPY, QQQ, SCHD, and more — total return, volatility, Sharpe, alpha, beta, max drawdown, and outperformance, all from HeyDividend's ML performance engine.
How to read this
Outperformance is AAPL's annualized return minus the benchmark's. A positive value means AAPL beat SPY over the selected window.
Beta measures how much AAPL moves with the benchmark — 1.0 tracks the index, >1 is more volatile, <1 is less. Alpha is the risk-adjusted excess return after accounting for that beta.
Sharpe ratio ≥ 1 is generally considered good risk-adjusted performance; ≥ 2 is excellent.
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