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Risk decomposition

AAPL

Market → sector → subsector → α-residual · 2026-04-10 → 2026-09-30

AAPL factor & risk decomposition snapshot
Market
+10.1%
Sector
-5.6%
Subsector
-0.6%
α residual
+24.3%
Stock
+28.1%

Every position carries the market, its sector, and its subsector before any stock-specific move. The waterfall splits AAPL's realized return into those benchmark layers; the α residual is what the three hedge layers do not explain.

source: RiskModels — GET /ticker-returns?ticker=AAPL&years=1

How the decomposition works →Research →Run AAPL on riskmodels.net →Run any ticker via the API →

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