+1,254.4%
AAPL vs EMR
+274.4%
+980.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.1% |
| 7D | -0.5% | -1.2% | +0.7% | 0.0% |
| 30D | +7.1% | -9.4% | +16.5% | +11.3% |
| 3M | +12.1% | +8.6% | +3.5% | +7.4% |
| 6M | +25.4% | +6.7% | +18.7% | +20.2% |
| YTD | +20.5% | +13.1% | +7.4% | +11.8% |
| 1Y | +44.5% | +12.7% | +31.8% | +33.7% |
| 3Y | +85.8% | +58.1% | +27.7% | +43.8% |
| 5Y | +124.8% | +63.6% | +61.1% | +69.0% |
| All | +1,254.4% | +274.4% | +980.0% | +672.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling