+135,166.3%
AAPL vs CSCO
+230,725.9%
-95,559.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.7% |
| 7D | +0.1% | -0.7% | +0.7% | +0.3% |
| 30D | +3.0% | -10.1% | +13.1% | +7.4% |
| 3M | +2.9% | -15.7% | +18.6% | +9.5% |
| 6M | +22.1% | +36.3% | -14.2% | +4.2% |
| YTD | +18.0% | +43.8% | -25.8% | -2.1% |
| 1Y | +33.9% | +63.9% | -30.0% | +4.5% |
| 3Y | +71.2% | +104.4% | -33.2% | +20.4% |
| 5Y | +112.6% | +111.4% | +1.3% | +46.7% |
| 10Y | +1,198.8% | +361.7% | +837.1% | +537.3% |
| All | +135,166.3% | +230,725.9% | -95,559.6% | +7,018.5% |
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