+113.1%
CSCO vs APLD
+254.9%
-141.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -4.7% | -6.3% | +1.7% | -4.5% |
| 30D | -17.1% | -29.6% | +12.5% | -16.2% |
| 3M | -19.6% | -42.6% | +23.0% | -18.3% |
| 6M | +2.4% | -59.6% | +62.0% | +4.9% |
| YTD | +29.8% | -32.0% | +61.8% | +30.3% |
| 1Y | +38.7% | -46.9% | +85.6% | +39.8% |
| 3Y | +101.3% | +255.7% | -154.3% | +86.8% |
| All | +113.1% | +254.9% | -141.8% | +92.5% |
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