+366.8%
CSCO vs APA
-0.7%
+367.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.9% | -0.3% |
| 7D | -0.5% | -1.7% | +1.2% | -0.3% |
| 30D | -10.1% | +15.7% | -25.8% | -11.9% |
| 3M | -11.7% | +16.5% | -28.2% | -13.8% |
| 6M | +40.1% | +35.1% | +5.0% | +33.5% |
| YTD | +43.8% | +82.2% | -38.4% | +31.3% |
| 1Y | +66.6% | +102.5% | -35.9% | +49.2% |
| 3Y | +108.5% | +10.3% | +98.2% | +97.9% |
| 5Y | +114.0% | +166.1% | -52.2% | +75.2% |
| 10Y | +366.8% | -4.9% | +371.7% | +267.5% |
| All | +366.8% | -0.7% | +367.5% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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