+220,352.3%
CSCO vs APD
+6,530.0%
+213,822.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -0.7% | -2.2% | +1.5% | +0.3% |
| 30D | -10.1% | +2.1% | -12.2% | -11.0% |
| 3M | -15.7% | +7.2% | -22.9% | -18.7% |
| 6M | +36.3% | +11.2% | +25.0% | +28.9% |
| YTD | +43.8% | +24.4% | +19.4% | +29.2% |
| 1Y | +63.9% | +6.7% | +57.3% | +55.9% |
| 3Y | +104.4% | +9.2% | +95.1% | +86.3% |
| 5Y | +111.4% | +27.4% | +84.0% | +76.7% |
| 10Y | +361.7% | +164.8% | +196.8% | +172.5% |
| All | +220,352.3% | +6,530.0% | +213,822.3% | +28,038.2% |
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