+39.4%
CSCO vs APA
+88.4%
-48.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -4.7% | -5.5% | +0.9% | -4.4% |
| 30D | -17.1% | -1.2% | -15.9% | -17.0% |
| 3M | -19.6% | +10.6% | -30.2% | -20.0% |
| 6M | +2.4% | +28.4% | -26.0% | +1.1% |
| YTD | +29.8% | +89.7% | -60.0% | +22.7% |
| All | +39.4% | +88.4% | -48.9% | +32.1% |
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