+144.9%
CSCO vs APP
+357.9%
-213.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.3% |
| 6M | +36.3% | -33.6% | +69.9% | +39.5% |
| YTD | +43.8% | -52.4% | +96.3% | +49.9% |
| 1Y | +63.9% | -35.9% | +99.8% | +66.5% |
| 3Y | +104.4% | +642.2% | -537.9% | +69.7% |
| 5Y | +111.4% | +311.1% | -199.7% | +74.1% |
| All | +144.9% | +357.9% | -213.1% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling