+36,554.4%
AAPL vs EWZ
+446.7%
+36,107.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.8% |
| 7D | -2.7% | +5.6% | -8.3% | -4.6% |
| 30D | +1.0% | +9.3% | -8.2% | -2.1% |
| 3M | +5.0% | +15.7% | -10.7% | -0.5% |
| 6M | +23.0% | +7.4% | +15.6% | +19.3% |
| YTD | +16.6% | +22.7% | -6.1% | +7.8% |
| 1Y | +33.4% | +36.4% | -3.0% | +18.6% |
| 3Y | +79.9% | +50.4% | +29.5% | +52.8% |
| 5Y | +109.0% | +67.6% | +41.4% | +66.2% |
| 10Y | +1,210.4% | +84.1% | +1,126.4% | +817.3% |
| All | +36,554.4% | +446.7% | +36,107.7% | +16,579.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling