+113.3%
CSCO vs APP
+313.3%
-200.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | -0.7% | +0.9% | -1.5% | -0.7% |
| 30D | -10.1% | -23.3% | +13.2% | -8.4% |
| 3M | -15.7% | -42.6% | +27.0% | -12.1% |
| 6M | +36.3% | -33.6% | +69.9% | +39.6% |
| YTD | +43.8% | -52.4% | +96.3% | +50.2% |
| 1Y | +63.9% | -35.9% | +99.8% | +66.6% |
| 3Y | +104.4% | +642.2% | -537.9% | +67.7% |
| All | +113.3% | +313.3% | -200.0% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling