+144,635.9%
AAPL vs CSCO
+199,048.3%
-54,412.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.3% |
| 7D | -0.7% | -10.2% | +9.5% | +3.9% |
| 30D | +1.7% | -20.1% | +21.7% | +11.5% |
| 3M | +9.7% | -22.1% | +31.7% | +20.8% |
| 6M | +19.3% | +3.2% | +16.1% | +14.4% |
| YTD | +26.3% | +24.1% | +2.2% | +10.9% |
| 1Y | +27.4% | +34.6% | -7.2% | +7.7% |
| 3Y | +93.6% | +90.0% | +3.6% | +39.5% |
| 5Y | +131.7% | +88.6% | +43.1% | +66.7% |
| 10Y | +1,268.5% | +316.5% | +952.0% | +597.8% |
| All | +144,635.9% | +199,048.3% | -54,412.4% | +7,959.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling