+127.8%
AAPL vs EWZ
+59.6%
+68.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | +3.8% | +0.9% | +3.0% | +3.6% |
| 30D | +9.9% | +12.8% | -2.9% | +6.3% |
| 3M | +12.5% | +10.8% | +1.7% | +9.1% |
| 6M | +27.6% | +2.5% | +25.1% | +26.2% |
| YTD | +22.6% | +21.4% | +1.2% | +15.2% |
| 1Y | +45.0% | +32.8% | +12.2% | +32.4% |
| 3Y | +87.8% | +45.2% | +42.6% | +64.8% |
| All | +127.8% | +59.6% | +68.2% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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