+1,367.3%
AAPL vs EMR
+277.9%
+1,089.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +4.1% | +2.5% | +1.7% | +3.1% |
| 30D | +4.0% | +3.3% | +0.7% | +2.5% |
| 3M | +16.8% | +1.7% | +15.1% | +15.6% |
| 6M | +19.4% | +21.7% | -2.3% | +8.6% |
| YTD | +31.5% | +26.8% | +4.7% | +16.0% |
| 1Y | +31.0% | +31.6% | -0.6% | +13.5% |
| 3Y | +95.3% | +102.5% | -7.3% | +34.9% |
| 5Y | +143.4% | +87.5% | +55.8% | +71.9% |
| All | +1,367.3% | +277.9% | +1,089.5% | +677.9% |
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