+321.5%
CSCO vs APH
+978.7%
-657.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.2% | -3.1% | +1.3% |
| 7D | -2.9% | +1.1% | -4.0% | -3.7% |
| 30D | -16.7% | -7.5% | -9.2% | -14.0% |
| 3M | -18.4% | -4.4% | -14.0% | -17.4% |
| 6M | +2.9% | +26.5% | -23.5% | -10.0% |
| YTD | +30.4% | +20.0% | +10.4% | +13.0% |
| 1Y | +41.4% | +16.9% | +24.5% | +23.5% |
| 3Y | +104.7% | +288.5% | -183.8% | -17.3% |
| 5Y | +96.9% | +310.3% | -213.3% | -24.7% |
| 10Y | +321.5% | +951.3% | -629.8% | -16.6% |
| All | +321.5% | +978.7% | -657.2% | -16.6% |
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