+44.5%
AAPL vs EMB
+3.6%
+40.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.5% |
| 7D | -0.5% | -1.1% | +0.6% | +0.8% |
| 30D | +7.1% | -1.1% | +8.2% | +8.5% |
| 3M | +12.1% | -0.8% | +12.9% | +13.0% |
| 6M | +25.4% | -0.1% | +25.5% | +25.7% |
| YTD | +20.5% | +0.4% | +20.0% | +19.5% |
| 1Y | +44.5% | +3.3% | +41.3% | +36.6% |
| All | +44.5% | +3.6% | +40.9% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling