+63.9%
CSCO vs APD
+6.0%
+57.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | -0.7% | -2.2% | +1.5% | -0.8% |
| 30D | -10.1% | +2.1% | -12.2% | -10.0% |
| 3M | -15.7% | +7.2% | -22.9% | -15.2% |
| 6M | +36.3% | +11.2% | +25.0% | +36.8% |
| YTD | +43.8% | +24.4% | +19.4% | +45.5% |
| 1Y | +63.9% | +6.7% | +57.3% | +70.6% |
| All | +63.9% | +6.0% | +57.9% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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