+136.2%
CSCO vs APLD
+461.1%
-324.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.5% |
| 7D | -0.7% | +4.1% | -4.7% | -0.8% |
| 30D | -10.1% | -11.7% | +1.6% | -9.8% |
| 3M | -15.7% | -40.3% | +24.6% | -14.5% |
| 6M | +36.3% | -8.0% | +44.2% | +36.0% |
| YTD | +43.8% | +7.5% | +36.3% | +42.5% |
| 1Y | +63.9% | +84.0% | -20.1% | +59.3% |
| 3Y | +104.4% | +356.2% | -251.9% | +87.8% |
| All | +136.2% | +461.1% | -324.9% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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