+335.7%
CSCO vs APTV
-27.3%
+363.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.6% |
| 7D | +6.6% | -5.0% | +11.6% | +7.9% |
| 30D | -11.3% | -12.3% | +1.0% | -8.7% |
| 3M | -17.3% | -19.9% | +2.6% | -13.2% |
| 6M | +3.5% | -29.4% | +32.9% | +10.8% |
| YTD | +34.9% | -49.0% | +83.9% | +54.9% |
| 1Y | +40.5% | -53.1% | +93.6% | +64.5% |
| 3Y | +109.3% | -48.9% | +158.1% | +132.5% |
| 5Y | +105.9% | -77.2% | +183.1% | +171.7% |
| All | +335.7% | -27.3% | +363.0% | +339.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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