+377.3%
CSCO vs APD
+162.9%
+214.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.6% |
| 7D | 0.0% | -4.6% | +4.6% | +1.8% |
| 30D | -10.7% | -4.2% | -6.5% | -9.3% |
| 3M | -8.7% | +5.0% | -13.7% | -11.1% |
| 6M | +44.9% | +8.9% | +36.0% | +38.5% |
| YTD | +44.1% | +21.9% | +22.2% | +30.9% |
| 1Y | +65.9% | +5.6% | +60.3% | +59.0% |
| 3Y | +109.0% | +6.9% | +102.1% | +93.4% |
| 5Y | +114.8% | +25.3% | +89.4% | +77.3% |
| 10Y | +377.3% | +169.1% | +208.3% | +136.7% |
| All | +377.3% | +162.9% | +214.4% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling