+5,742.0%
AAPL vs EMB
+132.1%
+5,609.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +3.0% | -0.3% | +3.3% | +3.2% |
| 3M | +2.9% | -0.4% | +3.3% | +3.2% |
| 6M | +22.1% | +0.1% | +22.0% | +22.1% |
| YTD | +18.0% | +1.6% | +16.4% | +16.7% |
| 1Y | +33.9% | +5.6% | +28.3% | +28.6% |
| 3Y | +71.2% | +29.8% | +41.3% | +42.1% |
| 5Y | +112.6% | +7.3% | +105.3% | +100.4% |
| 10Y | +1,198.8% | +30.4% | +1,168.3% | +1,016.3% |
| All | +5,742.0% | +132.1% | +5,609.9% | +4,773.0% |
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 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