+124.8%
AAPL vs EWY
+140.6%
-15.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.2% | +7.8% | +4.6% |
| 7D | -0.5% | +1.2% | -1.7% | -1.0% |
| 30D | +7.1% | +9.3% | -2.2% | +4.1% |
| 3M | +12.1% | +2.4% | +9.7% | +8.2% |
| 6M | +25.4% | +40.3% | -14.8% | +2.9% |
| YTD | +20.5% | +88.0% | -67.6% | -16.5% |
| 1Y | +44.5% | +143.8% | -99.3% | -13.9% |
| 3Y | +85.8% | +217.8% | -132.0% | -8.6% |
| 5Y | +124.8% | +142.7% | -18.0% | +29.8% |
| All | +124.8% | +140.6% | -15.8% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 EWY 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