+114.0%
CSCO vs APTV
-69.4%
+183.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.9% |
| 7D | -0.5% | +2.0% | -2.5% | -1.0% |
| 30D | -10.1% | -7.7% | -2.4% | -8.7% |
| 3M | -11.7% | -34.0% | +22.3% | -4.3% |
| 6M | +40.1% | -37.1% | +77.2% | +52.5% |
| YTD | +43.8% | -39.9% | +83.7% | +57.6% |
| 1Y | +66.6% | -44.4% | +111.0% | +85.4% |
| 3Y | +108.5% | -54.5% | +163.0% | +135.9% |
| 5Y | +114.0% | -69.1% | +183.1% | +150.3% |
| All | +114.0% | -69.4% | +183.4% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling