+304.8%
CSCO vs APH
+894.6%
-589.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -3.9% |
| 7D | -10.2% | -5.9% | -4.3% | -7.9% |
| 30D | -20.1% | -14.8% | -5.2% | -14.3% |
| 3M | -22.4% | -12.4% | -9.9% | -18.0% |
| 6M | +2.8% | +8.1% | -5.3% | -3.4% |
| YTD | +23.6% | +10.9% | +12.7% | +11.1% |
| 1Y | +34.0% | +8.8% | +25.3% | +21.1% |
| 3Y | +89.3% | +262.1% | -172.8% | -21.1% |
| 5Y | +87.9% | +283.1% | -195.3% | -26.0% |
| All | +304.8% | +894.6% | -589.8% | -17.7% |
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