+1,361.6%
AAPL vs CSCO
+334.9%
+1,026.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.8% |
| 7D | +3.2% | +6.6% | -3.4% | -0.3% |
| 30D | +4.1% | -11.3% | +15.4% | +10.4% |
| 3M | +17.5% | -17.3% | +34.8% | +28.3% |
| 6M | +20.6% | +3.5% | +17.1% | +13.0% |
| YTD | +31.0% | +34.9% | -3.9% | +3.1% |
| 1Y | +30.2% | +40.5% | -10.3% | -0.3% |
| 3Y | +92.9% | +109.3% | -16.4% | +12.7% |
| 5Y | +142.4% | +105.9% | +36.5% | +40.7% |
| All | +1,361.6% | +334.9% | +1,026.7% | +481.4% |
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