+1,367.3%
AAPL vs EMB
+36.5%
+1,330.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.7% |
| 7D | +4.1% | -0.9% | +5.0% | +5.3% |
| 30D | +4.0% | +0.4% | +3.6% | +3.6% |
| 3M | +16.8% | -3.1% | +19.9% | +21.4% |
| 6M | +19.4% | -2.1% | +21.5% | +22.4% |
| YTD | +31.5% | -1.1% | +32.6% | +33.3% |
| 1Y | +31.0% | -0.1% | +31.0% | +31.1% |
| 3Y | +95.3% | +29.6% | +65.7% | +45.2% |
| 5Y | +143.4% | +7.2% | +136.2% | +128.2% |
| All | +1,367.3% | +36.5% | +1,330.9% | +1,071.6% |
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