+108.5%
CSCO vs APTV
-54.7%
+163.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.7% |
| 7D | -0.5% | +2.0% | -2.5% | -0.9% |
| 30D | -10.1% | -7.7% | -2.4% | -9.0% |
| 3M | -11.7% | -34.0% | +22.3% | -5.3% |
| 6M | +40.1% | -37.1% | +77.2% | +50.6% |
| YTD | +43.8% | -39.9% | +83.7% | +55.5% |
| 1Y | +66.6% | -44.4% | +111.0% | +82.5% |
| 3Y | +108.5% | -54.5% | +163.0% | +126.1% |
| All | +108.5% | -54.7% | +163.2% | +126.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling