+359.9%
CSCO vs APTV
-15.8%
+375.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.4% |
| 7D | -1.1% | -1.8% | +0.7% | -0.7% |
| 30D | -10.8% | -7.9% | -2.9% | -9.2% |
| 3M | -9.2% | -29.9% | +20.7% | -2.2% |
| 6M | +39.5% | -36.6% | +76.1% | +53.0% |
| YTD | +41.5% | -40.0% | +81.5% | +56.6% |
| 1Y | +61.0% | -44.0% | +105.0% | +80.8% |
| 3Y | +105.2% | -54.5% | +159.7% | +135.3% |
| 5Y | +113.4% | -68.8% | +182.2% | +160.1% |
| All | +359.9% | -15.8% | +375.7% | +347.5% |
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