+189,363.8%
CSCO vs APD
+6,608.6%
+182,755.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.3% |
| 7D | -10.2% | -3.7% | -6.5% | -8.7% |
| 30D | -20.1% | +9.6% | -29.7% | -23.1% |
| 3M | -22.4% | +1.6% | -24.0% | -23.2% |
| 6M | +2.8% | +2.2% | +0.6% | +0.8% |
| YTD | +23.6% | +25.9% | -2.3% | +10.3% |
| 1Y | +34.0% | +20.1% | +13.9% | +21.4% |
| 3Y | +89.3% | +12.4% | +76.9% | +70.3% |
| 5Y | +87.9% | +11.1% | +76.7% | +66.8% |
| 10Y | +314.9% | +190.1% | +124.8% | +135.2% |
| All | +189,363.8% | +6,608.6% | +182,755.2% | +23,914.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling