+121.0%
CSCO vs APP
+465.0%
-344.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.3% |
| 7D | -4.7% | +61.1% | -65.8% | -8.4% |
| 30D | -17.1% | +42.8% | -59.9% | -19.6% |
| 3M | -19.6% | +16.7% | -36.3% | -20.9% |
| 6M | +2.4% | -15.6% | +18.0% | +2.8% |
| YTD | +29.8% | -41.3% | +71.1% | +32.5% |
| 1Y | +38.7% | -39.3% | +77.9% | +41.1% |
| 3Y | +101.3% | +803.2% | -701.9% | +64.2% |
| 5Y | +94.8% | +313.2% | -218.3% | +58.5% |
| All | +121.0% | +465.0% | -344.1% | +72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling