+361.1%
CSCO vs APH
+1,060.9%
-699.8%
-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% | -0.3% | +0.1% |
| 7D | -0.7% | +5.0% | -5.6% | -3.0% |
| 30D | -10.1% | -3.9% | -6.2% | -8.6% |
| 3M | -15.7% | +13.0% | -28.7% | -21.2% |
| 6M | +36.3% | +25.2% | +11.1% | +19.2% |
| YTD | +43.8% | +22.9% | +20.9% | +24.1% |
| 1Y | +63.9% | +47.8% | +16.1% | +26.2% |
| 3Y | +104.4% | +283.0% | -178.7% | -15.8% |
| 5Y | +111.4% | +349.7% | -238.3% | -23.3% |
| All | +361.1% | +1,060.9% | -699.8% | -12.8% |
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