+108.1%
CSCO vs APO
+62.1%
+46.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.7% |
| 7D | -0.7% | -1.0% | +0.4% | -0.5% |
| 30D | -10.1% | +3.5% | -13.6% | -11.0% |
| 3M | -15.7% | +4.5% | -20.2% | -16.9% |
| 6M | +36.3% | +22.8% | +13.5% | +29.6% |
| YTD | +43.8% | -6.5% | +50.3% | +44.8% |
| 1Y | +63.9% | +0.8% | +63.1% | +61.4% |
| All | +108.1% | +62.1% | +46.0% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 3y: compounded portfolio wealth divided by compounded APO 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…
3y analysis · Full analysis span regression · 6 months rolling