+1,326.9%
AAPL vs CSCO
+336.5%
+990.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.6% | +0.6% |
| 7D | +1.8% | -2.8% | +4.5% | +3.0% |
| 30D | +4.3% | -12.6% | +16.9% | +11.5% |
| 3M | +16.6% | -16.0% | +32.6% | +26.2% |
| 6M | +21.6% | +2.8% | +18.8% | +14.4% |
| YTD | +31.2% | +33.2% | -2.1% | +4.0% |
| 1Y | +29.6% | +43.1% | -13.6% | -2.2% |
| 3Y | +93.1% | +106.7% | -13.6% | +13.6% |
| 5Y | +146.2% | +103.6% | +42.6% | +43.8% |
| 10Y | +1,326.9% | +330.5% | +996.4% | +469.7% |
| All | +1,326.9% | +336.5% | +990.4% | +469.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 CSCO 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