+40,271.5%
CSCO vs APH
+114,578.9%
-74,307.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.3% | +1.7% | -3.8% |
| 7D | -11.9% | -12.7% | +0.9% | -6.9% |
| 30D | -18.8% | -19.2% | +0.3% | -11.7% |
| 3M | -21.2% | -16.7% | -4.5% | -15.6% |
| 6M | +1.9% | +5.1% | -3.3% | -2.2% |
| YTD | +26.1% | +6.6% | +19.5% | +17.9% |
| 1Y | +34.7% | +3.9% | +30.8% | +26.8% |
| 3Y | +94.0% | +246.0% | -152.0% | +6.4% |
| 5Y | +91.6% | +268.0% | -176.4% | +1.7% |
| 10Y | +323.2% | +868.2% | -545.1% | +50.2% |
| All | +40,271.5% | +114,578.9% | -74,307.4% | +3,254.8% |
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