+319.3%
CSCO vs APD
+184.8%
+134.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -4.7% | -0.2% | -4.5% | -4.5% |
| 30D | -17.1% | +11.0% | -28.1% | -20.5% |
| 3M | -19.6% | +2.0% | -21.6% | -20.4% |
| 6M | +2.4% | +7.1% | -4.6% | -1.2% |
| YTD | +29.8% | +29.8% | 0.0% | +14.8% |
| 1Y | +38.7% | +24.0% | +14.6% | +24.4% |
| 3Y | +101.3% | +27.2% | +74.2% | +72.9% |
| 5Y | +94.8% | +12.8% | +82.1% | +72.5% |
| All | +319.3% | +184.8% | +134.5% | +90.8% |
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