+127.8%
AAPL vs EWT
+149.5%
-21.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.8% |
| 7D | +3.8% | -1.1% | +5.0% | +4.4% |
| 30D | +9.9% | +4.5% | +5.5% | +7.3% |
| 3M | +12.5% | +8.3% | +4.2% | +6.4% |
| 6M | +27.6% | +54.2% | -26.6% | -4.9% |
| YTD | +22.6% | +74.6% | -52.0% | -16.4% |
| 1Y | +45.0% | +84.9% | -39.9% | -5.4% |
| 3Y | +87.8% | +197.5% | -109.8% | -19.6% |
| All | +127.8% | +149.5% | -21.7% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling