+91.5%
CSCO vs APH
+289.4%
-197.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.7% | -4.5% | -5.6% |
| 7D | +1.9% | +4.9% | -3.0% | +0.3% |
| 30D | -15.8% | -5.4% | -10.4% | -14.5% |
| 3M | -15.4% | -5.5% | -9.9% | -14.2% |
| 6M | -5.4% | +25.9% | -31.3% | -13.5% |
| YTD | +26.5% | +16.4% | +10.1% | +15.8% |
| 1Y | +25.9% | +16.5% | +9.4% | +14.9% |
| 3Y | +97.5% | +270.9% | -173.3% | -1.9% |
| All | +91.5% | +289.4% | -197.9% | -8.6% |
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 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