+45.9%
CSCO vs APP
-56.9%
+102.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.7% | -10.1% | -0.7% |
| 7D | -6.1% | +4.5% | -10.6% | -6.7% |
| 30D | -8.2% | -3.6% | -4.5% | -7.9% |
| 3M | -14.6% | -35.3% | +20.7% | -10.3% |
| 6M | +12.7% | -42.8% | +55.5% | +19.4% |
| YTD | +37.0% | -59.7% | +96.7% | +45.6% |
| 1Y | +45.9% | -55.4% | +101.3% | +56.0% |
| All | +45.9% | -56.9% | +102.8% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 1y: compounded portfolio wealth divided by compounded APP 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…
1y analysis · Full analysis span regression · 6 months rolling