+38.7%
CSCO vs APP
-37.8%
+76.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -19.3% |
| 3M | -19.6% | +16.7% | -36.3% | -19.9% |
| 6M | +2.4% | -15.6% | +18.0% | +5.5% |
| YTD | +29.8% | -41.3% | +71.1% | +34.0% |
| 1Y | +38.7% | -39.3% | +77.9% | +43.9% |
| All | +38.7% | -37.8% | +76.5% | +43.9% |
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