+121,410.5%
AAPL vs EMR
+4,021.7%
+117,388.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -2.7% | +3.1% | -5.8% | -4.0% |
| 30D | +1.0% | -3.5% | +4.5% | +2.4% |
| 3M | +5.0% | +9.8% | -4.8% | -0.2% |
| 6M | +23.0% | +10.8% | +12.3% | +15.7% |
| YTD | +16.6% | +15.9% | +0.7% | +6.8% |
| 1Y | +33.4% | +16.4% | +17.0% | +21.3% |
| 3Y | +79.9% | +62.1% | +17.8% | +37.5% |
| 5Y | +109.0% | +62.9% | +46.1% | +57.8% |
| 10Y | +1,210.4% | +267.8% | +942.7% | +542.5% |
| All | +121,410.5% | +4,021.7% | +117,388.9% | +17,043.9% |
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