+308.5%
CSCO vs APH
+926.5%
-618.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.7% | -4.5% | -5.4% |
| 7D | +1.9% | +4.9% | -3.0% | -0.3% |
| 30D | -15.8% | -5.4% | -10.4% | -14.0% |
| 3M | -15.4% | -5.5% | -9.9% | -13.9% |
| 6M | -5.4% | +25.9% | -31.3% | -16.9% |
| YTD | +26.5% | +16.4% | +10.1% | +11.2% |
| 1Y | +25.9% | +16.5% | +9.4% | +10.3% |
| 3Y | +97.5% | +270.9% | -173.3% | -18.1% |
| 5Y | +93.0% | +289.5% | -196.5% | -24.0% |
| All | +308.5% | +926.5% | -618.0% | -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