+97,806.3%
AAPL vs EME
+62,686.5%
+35,119.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.8% |
| 7D | -2.7% | +5.2% | -7.9% | -4.0% |
| 30D | +1.0% | -5.4% | +6.4% | +2.2% |
| 3M | +5.0% | -6.1% | +11.1% | +5.2% |
| 6M | +23.0% | +9.7% | +13.4% | +17.9% |
| YTD | +16.6% | +26.6% | -9.9% | +7.2% |
| 1Y | +33.4% | +24.6% | +8.8% | +21.9% |
| 3Y | +79.9% | +249.6% | -169.7% | +20.4% |
| 5Y | +109.0% | +556.6% | -447.5% | +16.8% |
| 10Y | +1,210.4% | +1,286.6% | -76.2% | +476.2% |
| All | +97,806.3% | +62,686.5% | +35,119.9% | +24,426.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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