+1,237.1%
AAPL vs EMB
+29.7%
+1,207.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | 0.0% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +2.3% | -0.3% | +2.6% | +2.6% |
| 3M | +8.6% | -0.3% | +8.9% | +9.0% |
| 6M | +21.6% | +0.7% | +20.8% | +20.5% |
| YTD | +16.3% | +1.3% | +15.0% | +14.6% |
| 1Y | +35.1% | +4.7% | +30.4% | +27.9% |
| 3Y | +79.4% | +30.1% | +49.3% | +32.9% |
| 5Y | +109.8% | +6.9% | +103.0% | +97.5% |
| 10Y | +1,237.1% | +30.7% | +1,206.3% | +969.0% |
| All | +1,237.1% | +29.7% | +1,207.4% | +969.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling