+39.4%
CSCO vs APD
+23.5%
+15.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | -17.1% | +11.0% | -28.1% | -16.1% |
| 3M | -19.6% | +2.0% | -21.6% | -19.2% |
| 6M | +2.4% | +7.1% | -4.6% | +3.2% |
| YTD | +29.8% | +29.8% | 0.0% | +32.1% |
| All | +39.4% | +23.5% | +15.9% | +42.6% |
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