+2.8%
CSCO vs APH
+8.4%
-5.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -3.1% |
| 7D | -10.2% | -5.9% | -4.3% | -8.7% |
| 30D | -20.1% | -14.8% | -5.2% | -16.8% |
| 3M | -22.4% | -12.4% | -9.9% | -19.9% |
| 6M | +2.8% | +8.1% | -5.3% | +6.0% |
| All | +2.8% | +8.4% | -5.6% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling