+113.3%
CSCO vs APH
+120.4%
-7.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -47.8% | +46.6% | +10.2% |
| 7D | -2.6% | -48.7% | +46.1% | +9.3% |
| 30D | -10.1% | -51.9% | +41.8% | +3.0% |
| 3M | -15.7% | -43.6% | +27.9% | -8.9% |
| 6M | +36.3% | -37.5% | +73.8% | +40.7% |
| YTD | +43.8% | -38.6% | +82.5% | +46.9% |
| 1Y | +63.9% | -26.3% | +90.3% | +53.7% |
| 3Y | +104.4% | +89.2% | +15.1% | +16.0% |
| All | +113.3% | +120.4% | -7.1% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling