+34.6%
CSCO vs APD
+24.7%
+9.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.1% |
| 7D | -10.2% | -3.7% | -6.5% | -10.5% |
| 30D | -20.1% | +9.6% | -29.7% | -19.1% |
| 3M | -22.1% | +1.6% | -23.7% | -21.7% |
| 6M | +3.2% | +2.2% | +1.0% | +3.7% |
| YTD | +24.1% | +25.9% | -1.8% | +26.3% |
| 1Y | +34.6% | +20.1% | +14.4% | +37.0% |
| All | +34.6% | +24.7% | +9.9% | +37.0% |
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