+109.8%
AAPL vs EMR
+60.6%
+49.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -3.0% | +0.9% | -3.9% | -3.3% |
| 30D | +2.3% | -5.0% | +7.2% | +4.1% |
| 3M | +8.6% | +5.9% | +2.7% | +5.3% |
| 6M | +21.6% | +7.3% | +14.2% | +16.4% |
| YTD | +16.3% | +14.6% | +1.8% | +7.4% |
| 1Y | +35.1% | +15.6% | +19.4% | +23.5% |
| 3Y | +79.4% | +60.2% | +19.2% | +35.6% |
| 5Y | +109.8% | +65.8% | +44.0% | +51.8% |
| All | +109.8% | +60.6% | +49.2% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling