+811.3%
CSCO vs APTV
+194.6%
+616.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | -0.2% |
| 7D | -0.7% | +4.8% | -5.5% | -1.9% |
| 30D | -10.1% | +2.0% | -12.1% | -10.8% |
| 3M | -15.7% | -34.2% | +18.6% | -6.9% |
| 6M | +36.3% | -34.7% | +70.9% | +49.5% |
| YTD | +43.8% | -37.0% | +80.8% | +58.7% |
| 1Y | +63.9% | -40.4% | +104.3% | +83.0% |
| 3Y | +104.4% | -54.1% | +158.5% | +136.8% |
| 5Y | +111.4% | -68.0% | +179.4% | +160.7% |
| 10Y | +361.7% | -15.5% | +377.2% | +290.6% |
| All | +811.3% | +194.6% | +616.7% | +339.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling