+113.3%
CSCO vs APA
+156.4%
-43.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.0% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | -10.1% | +23.4% | -33.5% | -12.8% |
| 3M | -15.7% | +12.7% | -28.4% | -17.3% |
| 6M | +36.3% | +39.4% | -3.1% | +28.9% |
| YTD | +43.8% | +79.0% | -35.1% | +31.0% |
| 1Y | +63.9% | +88.8% | -24.9% | +47.5% |
| 3Y | +104.4% | +6.4% | +98.0% | +93.1% |
| All | +113.3% | +156.4% | -43.1% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling