+115.3%
CSCO vs APP
+484.4%
-369.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.9% | -10.2% | -6.5% |
| 7D | +1.9% | +4.6% | -2.7% | +1.6% |
| 30D | -15.8% | +56.0% | -71.9% | -19.0% |
| 3M | -15.4% | +30.8% | -46.2% | -17.5% |
| 6M | -5.4% | -9.8% | +4.4% | -5.5% |
| YTD | +26.5% | -39.3% | +65.7% | +28.8% |
| 1Y | +25.9% | -26.4% | +52.3% | +26.4% |
| 3Y | +97.5% | +887.9% | -790.4% | +60.1% |
| 5Y | +93.0% | +264.1% | -171.1% | +57.0% |
| All | +115.3% | +484.4% | -369.1% | +68.0% |
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 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