+39.4%
CSCO vs APA
+89.4%
-50.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.1% |
| 7D | -2.9% | -8.7% | +5.8% | -2.5% |
| 30D | -16.7% | -2.4% | -14.3% | -16.6% |
| 3M | -18.4% | +19.0% | -37.4% | -19.2% |
| 6M | +2.9% | +26.8% | -23.9% | +1.7% |
| YTD | +30.4% | +87.3% | -56.9% | +23.5% |
| All | +39.4% | +89.4% | -50.1% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling