+6,384.3%
AAPL vs EMB
+126.5%
+6,257.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.5% |
| 7D | +3.2% | -0.7% | +3.9% | +3.7% |
| 30D | +4.1% | +0.5% | +3.5% | +3.7% |
| 3M | +17.5% | -2.5% | +20.0% | +19.8% |
| 6M | +20.6% | -2.0% | +22.6% | +22.5% |
| YTD | +31.0% | -0.9% | +31.9% | +32.0% |
| 1Y | +30.2% | -0.3% | +30.5% | +30.7% |
| 3Y | +92.9% | +29.2% | +63.7% | +61.0% |
| 5Y | +142.4% | +7.4% | +135.0% | +129.0% |
| 10Y | +1,324.9% | +35.8% | +1,289.2% | +1,116.0% |
| All | +6,384.3% | +126.5% | +6,257.8% | +5,411.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling