+324.2%
CSCO vs APH
+938.3%
-614.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -4.7% | -5.0% | +0.4% | -2.6% |
| 30D | -17.1% | -8.4% | -8.7% | -14.1% |
| 3M | -19.6% | -4.5% | -15.1% | -18.5% |
| 6M | +2.4% | +25.3% | -22.9% | -10.1% |
| YTD | +29.8% | +18.9% | +10.9% | +13.0% |
| 1Y | +38.7% | +11.9% | +26.7% | +24.0% |
| 3Y | +101.3% | +278.0% | -176.6% | -17.3% |
| 5Y | +94.8% | +306.4% | -211.6% | -25.2% |
| 10Y | +324.2% | +955.2% | -631.0% | -15.9% |
| All | +324.2% | +938.3% | -614.1% | -15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling