+63.9%
CSCO vs APH
-25.2%
+89.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -47.8% | +46.6% | +3.9% |
| 7D | -2.6% | -48.7% | +46.1% | +2.7% |
| 30D | -10.1% | -51.9% | +41.8% | -4.1% |
| 3M | -15.7% | -43.6% | +27.9% | -12.4% |
| 6M | +36.3% | -37.5% | +73.8% | +38.3% |
| YTD | +43.8% | -38.6% | +82.5% | +44.8% |
| 1Y | +63.9% | -26.3% | +90.3% | +57.4% |
| All | +63.9% | -25.2% | +89.2% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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