+45,956.9%
CSCO vs APH
+61,451.9%
-15,495.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -47.8% | +46.6% | +17.5% |
| 7D | -2.6% | -48.7% | +46.1% | +16.6% |
| 30D | -10.1% | -51.9% | +41.8% | +10.5% |
| 3M | -15.7% | -43.6% | +27.9% | -3.7% |
| 6M | +36.3% | -37.5% | +73.8% | +47.4% |
| YTD | +43.8% | -38.6% | +82.5% | +54.4% |
| 1Y | +63.9% | -26.3% | +90.3% | +61.8% |
| 3Y | +104.4% | +89.2% | +15.1% | +31.3% |
| 5Y | +111.4% | +119.8% | -8.5% | +26.7% |
| 10Y | +361.7% | +454.3% | -92.6% | +88.6% |
| All | +45,956.9% | +61,451.9% | -15,495.0% | +4,418.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling