+89.3%
CSCO vs APP
+894.0%
-804.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.9% | -11.8% | -2.6% |
| 7D | -10.2% | +71.2% | -81.4% | -14.1% |
| 30D | -20.1% | +39.1% | -59.1% | -22.2% |
| 3M | -22.4% | +16.5% | -38.9% | -23.5% |
| 6M | +2.8% | -16.6% | +19.3% | +3.6% |
| YTD | +23.6% | -41.9% | +65.6% | +26.5% |
| 1Y | +34.0% | -37.0% | +71.1% | +36.3% |
| 3Y | +89.3% | +892.4% | -803.2% | +63.4% |
| All | +89.3% | +894.0% | -804.7% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling