+136,904.1%
AAPL vs EMR
+4,407.2%
+132,497.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +4.1% | +2.5% | +1.7% | +3.0% |
| 30D | +4.0% | +3.3% | +0.7% | +2.4% |
| 3M | +16.8% | +1.7% | +15.1% | +15.5% |
| 6M | +19.4% | +21.7% | -2.3% | +8.1% |
| YTD | +31.5% | +26.8% | +4.7% | +15.5% |
| 1Y | +31.0% | +31.6% | -0.6% | +12.9% |
| 3Y | +95.3% | +102.5% | -7.3% | +35.1% |
| 5Y | +143.4% | +87.5% | +55.8% | +72.5% |
| 10Y | +1,330.5% | +279.1% | +1,051.4% | +593.4% |
| All | +136,904.1% | +4,407.2% | +132,497.0% | +18,441.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling