+306.4%
CSCO vs APD
+185.9%
+120.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | -10.2% | -3.7% | -6.5% | -8.8% |
| 30D | -20.1% | +9.6% | -29.7% | -22.9% |
| 3M | -22.1% | +1.6% | -23.7% | -22.8% |
| 6M | +3.2% | +2.2% | +1.0% | +1.4% |
| YTD | +24.1% | +25.9% | -1.8% | +11.1% |
| 1Y | +34.6% | +20.1% | +14.4% | +22.3% |
| 3Y | +90.0% | +12.4% | +77.6% | +71.9% |
| 5Y | +88.6% | +11.1% | +77.5% | +67.5% |
| All | +306.4% | +185.9% | +120.5% | +98.5% |
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