+189,363.8%
CSCO vs APA
+924.5%
+188,439.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.4% |
| 7D | -10.2% | -15.5% | +5.3% | -7.7% |
| 30D | -20.1% | +2.4% | -22.4% | -20.5% |
| 3M | -22.4% | +22.8% | -45.2% | -25.3% |
| 6M | +2.8% | +17.9% | -15.1% | -0.8% |
| YTD | +23.6% | +87.7% | -64.1% | +9.5% |
| 1Y | +34.0% | +94.2% | -60.2% | +17.9% |
| 3Y | +89.3% | +27.2% | +62.0% | +73.4% |
| 5Y | +87.9% | +74.1% | +13.7% | +56.8% |
| 10Y | +314.9% | +2.6% | +312.3% | +214.3% |
| All | +189,363.8% | +924.5% | +188,439.3% | +95,863.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling