+113.3%
CSCO vs APD
+27.6%
+85.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -0.7% | -2.2% | +1.5% | -0.1% |
| 30D | -10.1% | +2.1% | -12.2% | -10.6% |
| 3M | -15.7% | +7.2% | -22.9% | -17.4% |
| 6M | +36.3% | +11.2% | +25.0% | +31.8% |
| YTD | +43.8% | +24.4% | +19.4% | +34.6% |
| 1Y | +63.9% | +6.7% | +57.3% | +60.0% |
| 3Y | +104.4% | +9.2% | +95.1% | +96.0% |
| All | +113.3% | +27.6% | +85.7% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling