+109.0%
AAPL vs EMB
+7.3%
+101.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.0% |
| 7D | -2.7% | +0.3% | -3.0% | -3.1% |
| 30D | +1.0% | -0.5% | +1.5% | +1.6% |
| 3M | +5.0% | +0.3% | +4.6% | +4.5% |
| 6M | +23.0% | +1.2% | +21.9% | +21.4% |
| YTD | +16.6% | +1.5% | +15.2% | +14.7% |
| 1Y | +33.4% | +4.8% | +28.6% | +26.4% |
| 3Y | +79.9% | +30.4% | +49.5% | +35.7% |
| 5Y | +109.0% | +7.3% | +101.8% | +104.8% |
| All | +109.0% | +7.3% | +101.7% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling