+1,367.3%
AAPL vs EWT
+448.9%
+918.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +4.1% | +9.1% | -5.0% | -1.6% |
| 30D | +4.0% | -12.2% | +16.2% | +11.5% |
| 3M | +16.8% | -9.4% | +26.2% | +22.0% |
| 6M | +19.4% | +2.7% | +16.7% | +10.9% |
| YTD | +31.5% | +53.3% | -21.8% | -11.1% |
| 1Y | +31.0% | +59.2% | -28.2% | -14.2% |
| 3Y | +95.3% | +157.1% | -61.8% | -17.6% |
| 5Y | +143.4% | +119.6% | +23.7% | +17.4% |
| All | +1,367.3% | +448.9% | +918.4% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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