+206,635.6%
CSCO vs APD
+6,904.1%
+199,731.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +6.6% | +2.2% | +4.4% | +5.7% |
| 30D | -11.3% | +9.4% | -20.8% | -14.7% |
| 3M | -17.3% | +4.7% | -22.0% | -19.1% |
| 6M | +3.5% | +5.5% | -2.0% | +0.2% |
| YTD | +34.9% | +31.4% | +3.5% | +18.2% |
| 1Y | +40.5% | +24.1% | +16.4% | +25.6% |
| 3Y | +109.3% | +28.8% | +80.5% | +78.5% |
| 5Y | +105.9% | +15.8% | +90.1% | +79.8% |
| 10Y | +335.8% | +191.6% | +144.2% | +146.8% |
| All | +206,635.6% | +6,904.1% | +199,731.5% | +25,644.8% |
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 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